That’s systems leads to compromises and quod pro quos. That’s not as likely with just one nation state.
If Country A wanted strong privacy laws and Country B wanted strong surveillance laws, and both have a veto, then you’ll get paralysis or a compromise.
Right now it seems the EU has neither strong encryption as the norm nor a massive surveillance system. Just what one would expect when any nation can veto a law.
Now that the UK is independent, it no longer has the paralysis/compromise/status quo dilemma.