While the cited behaviour is really astonishing, as a EU citizen, I must say that I still find it very curious that somebody drives around the country with that large amount of cash. I'd never (and most people here wouldn't either) travel with more than, say, $1000 in cash, and I would rely on ATM/electronic transactions/checks for additional money.

Surely it wouldn't be illegal in any EU country that I know of (but in some countries there's a maximum allowed amount of cash you can use in any single transaction, something between EUR 1000 and 3000), but just any law enforcement would find such an amount of cash suspicious, and probably trigger an investigation.