I agree; also an EU citizen, working with AI. I think regulation can be a great forcing function for creating more effective, thoughtful, and overall better products.
But one thing that I think is better across multiple products is my ability to request that my identifying information be removed from a service within a reasonable time frame. Or the ability to minimize storing/sharing of my personal information when using a service. Or being able to obtain a copy of the data a company has on me.