The issue is that countries may not care. The Danish government famously refuses to comply with EU verdicts that makes logging all phone calls and spying on text messages illegal. The Danish supreme court and the European Court of Human Rights have agreed with the government that "it's fine" in a "please think of the children"-moment.
There was a whole special interest group set up to handle the law suites: https://ulovliglogning.dk/ all the law suites are on their page, but in Danish. One of the previous ministers of justice flat said he didn't care, as long as it help catch "the bad guys". This a guy who was the leader of the Conservatives. A party that brands itself as the party of law and justice, except when they don't like the verdicts apparently.
You can also read about the reaction to the verdict in 2017 (again in Danish): https://www.version2.dk/artikel/bombe-under-ti-aars-dansk-te... where the EU deems the Danish logging unlawful, and the police and the government reacts by ignoring the verdict and wanting even more logging. There is a bunch of followup and related links at the bottom. The site is a tech news site owned by the Danish Engineers Union.
There's a Wikipedia page on what is being logged and retained: https://en.wikipedia.org/wiki/Data_retention#Denmark
It's somewhere between an over-interpretation of EU rules and a misunderstand of the usefulness of the collected data, but the end result is that every single person in Denmark is basically logged and tracked 24/7, unless they go completely offline.
Should be noted that Denmark is not the only country that weasels its way around bans on mass surveillance like that.
Take Belgium, which took the "mass surveillance by default is illegal" and introduced a law that forced mass surveillance in areas that exceeded a certain legal threshold, designed specifically to include every single town in Belgium except for some tiny town where almost nobody lives.
Other European countries have applied similar workarounds. They're all pretty much dead the moment they hit the courts, but as long as the public doesn't know and nobody bothers to start a lawsuit, the mass surveillance continues.
"Data retention", as the industry calls it, is still active far and wide across Europe. Some countries retain said data for days at most, others for years.
That seems to be a contradiction. If the courts (the body tasked with deciding what is and isn't illegal) agree with the government than by definition its not illegal.