I have experienced the same privacy culture shock in Denmark. Generally, I think the people’s trust in their government is the greatest social asset of the danish society, as well as their biggest blind spot.

Is the trust naive? Have there been instances of a government violating that trust? Were they held accountable?

The US was a much higher trust society before repeated governments from opposing parties violated that trust with little or no consequences. This left people with no realistic competitive party that was trustworthy, and first past the poles elections ensures they only have to be slightly less despicable than their opponent. This also drives polarization.

Having a multiple party system with something approximating proportional representation, an independent press and judiciary, and a smaller population and land area all make a large difference. The US was the last nation to use first past the poles for something besides a house of commons that was ranked a democracy by vdem I think? Definitely the last one to be ranked a full democracy. The largest remaining population ranked as a full democracy is Japan, it doesn't look too likely to change from the outside. Germany is next in size and we'll see how that goes. SK was next and they passed a rough test so lets hope. Large populations are easier to polarize apparently? I wonder if that will hold true with social media eroding the rural urban ideological divide.

Last year, I think, I saw someone talk about trust in Danish society and how it works. As a Dane it's not something I really think about, but I their conclusions where at least interesting. In Denmark you're given implicit trust, that's the default. Trust is given, not earned. That poses a problem for people coming from the outside, because trust can be lost, but because it's something that was given to you, there's not really any way to earn it back. If you don't understand that social contract, you can mess up your life pretty quickly, with no means of recovery.