If there is big issue in future, you can summon European intelligence at court.
https://en.wikipedia.org/wiki/Five_Eyes
In practice, there's little advantage to living in Europe, being spied on by the NSA who then sends that data to European intelligence agencies.
It makes a difference depending on whether you're OK to be spied upon by a foreign power -- who might damage, take advantage and exploit your country.
Would Americans be OK to be spied by foreign powers while in the US?
And if yes, would the answer still be yes if the US wasn't the top dog, and the other country was, and could hurt them whenever they wanted?
Maybe or maybe not, but they do have a very realistic expectation of it having no consequences to them and the country at large. It's not like China (much less Russia) will do anything to the US (as a land and population). Other countries even less so.
Whereas lesser countries have seen the US (and Russia, especially as USSR and/or China) mess up with their internal politics, even topple legitimate governments and install friendly lackeys in power, assist one or the other party to get in power, help friendly governments prosecute their citizenry (especially during the Cold War), bully them to sign favorable trade and other deals (favorable not for them of course), or downright get to war with them.