For what? Does the EU not want to spy on its citizens? That strikes me as... unlikely.

Why not host in east asia? Or southeast asia? Or south america? Or africa? Then you avoid both the government with incentive to spy on you (assuming you live in the EU) and american companies.

EU member *countries" certainly do, but that's true of all countries that have the ability.

If anything the EU puts limits on what EU member countries and companies can do. By hosting in one of the EU countries you have stronger legal guarantees on data privacy than in any other area. A possible exception is Switzerland (not a EU member), which historically has had even stronger privacy laws, though these have been weakened recently IIRC.

> Does the EU not want to spy on its citizens?

You do not seem to understand what the EU is. It is not a country, it does not have a police or anything like the NSA.