Say we've learned over time that the color purple is really dangerous and needs to be regulated (work with me here for a second) .
Now try explaining "Purple Considered Harmful" to someone who is colorblind. The fact that suddenly grape juice is bad, but orange juice is good... weird. Or the fact that you'd not be allowed to mix tomato ketchup with blueberry jam. And you'd just randomly get fined for trying to sell that "dark green" sweater. Madness!
It would all seem quite arbitrary to the color blind person. Meanwhile someone with color vision would instantly see that all those things are purple, and thus clearly harmful.
The example might seem bit contrived, but something similar might be going on with the European concept of privacy.
People have been hurt due to PII issues in recent history, so one would like to keep control of PII. But try to explain that tingling spidey sense that has kept one's family alive in the last century to someone who has never encountered Nazis or Soviets before, and has instead lived a life of unfettered freedom. That might be rather difficult. Especially if you can't get the base concept across, and need to do it in terms of (very arbitrary seeming) examples.