> In Europe countries have been lifting their lockdown measures
Lifting some of them. Some pubs and restaurants just opened here this week under heavy restrictions, for instance; too soon to see what impact that has on cases. And that was after case numbers were brought down to a few a day; we didn't just lift restrictions while we were still seeing hundreds a day. And of course people are being pretty cautious, mostly still on furlough or working from home, etc. Supermarkets are still letting only a few people in at a time. And the list goes on. We're 'reopening', but we are nowhere close to normal, and a return to normality isn't envisaged at this point; there is no deadline by which the supermarkets will return to full capacity, say.
> Massive protests happened in major European cities and nothing happened. Massive protests in NY didn't result in a spike of cases
While the results arguably aren't totally in, you'd expect outdoor, largely masked, protest to be a lot lower risk than, say, pubs and restaurants reopening. Purely from a public health perspective it wasn't ideal, but it wasn't remotely as risky as the last stages of reopening.
> In most places COVID-19 is over. Done
Where? In the last few weeks in Ireland we've had anywhere from 1 to 20 cases per day, more or less at random. It's down a lot from peak, but it hasn't gone away and it could surge back if we screw up (and there are some early indications that it might be doing so; those pubs and restaurants may not be open for long). It's a similar story in most places in Europe (adjusted per capita).