And yes, I personally would like to have a stronger EU Parliament relative to the Commission and Council. However there is no reason to let the national government escape with "it's EU law" after they approved it. (And yes, Council doesn't require unanimous vote for most items anymore since the Lisbon treaty, thus it is possible your government voted "no", but that then is democracy and they have to convince other governments ...)
(Just a side note: I like GDPR and think it is to large parts good and push my government to support it)