"If not for the EU, a much worse version of this would already be law in the nation states."

In some, in some not. Not everyone is the UK. Many nations which had a totalitarian government in the 20th century are more wary about this sort of sweeping surveillance power.

The "charm" of pushing this through the circuitous path via Brussels is that few people and even few media outlets are paying attention to what happens in Brussels. Everyone is still obsessed with their national politics.