The European Union has better privacy laws than the United States. Human rights is much more powerful in the EU. You can purchase European Union servers based on where your clients are. If they're in the US area, stay with the US. If a large number of clients are in the EU and its surrounding countries, then buy an EU server.
I agree European countries generally have better privacy laws.
Problem is, it just isn't that local country you have to contend with and that could be a problem.
Nearly all traffic aside from local peer exchange or that within the same network hits major peering points. Those major peering points are almost certainly bugged. Bugged by whom? Well the undersea cables are tapped by the NSA as per recent forced disclosures. The local peer points likely have UK buggery in Europe where traffic origin is from within Europe. Germany and other countries are doing the same.
In theory, you could be sniffed by 2 or more countries intelligence agencies routinely in Europe.
If you were the sysadmin for a big mega corporation, they by all means corporate communications should be housed within your business and all the data pipes tying remote locations in should be corporate tunnels that are highly encrypted (i.e. no end user config of anything and totally transparent to end users). On top of that crypto pipe, might want to run another crypto tunnel session, different technology.
Providing a secure or safe spy-proof system to your customers ---there just isn't any way widely to do that. You could accomplish that semi-effectively on a campus or city basis. But, anyone using other carriers to get at their data would be likely feeding the spy monitoring.
This is a very complicated matter and highly specialized and limited use and range solutions are about the only way to solve this. Plus end to end crypto and lots of house cleaning and auditing for leakage ongoing, time without end.