You need to realize that the EU is not federal in the sense like the USA - the EU and its member states have a much more complicated relationship. The EU is a supranational entity and the EU Commission is the executive body of the EU alone. EU institutions like the EU Commission, the European Court of Justice etc. can sometimes have agendas that are NOT part of the agendas of the EU's member states.

So Point 1): Clear NO. The EU does not have the power to change tax laws, that is in the domain of the national EU member states. That is actually what the whole article is about - that the EU commission is using the trick of declaring tax advantages as a form of "state aid", because then it falls under EU competition law, for which the EU commission's DG Competition does have a competence. For the same reason the LIBOR price fixing that is investigated in the USA by the SEC was dealt with by the EU's DG Competition under antitrust law - because otherwise the EU probably wouldn't have been able to act.

Point 2): No it is not easily in the power of the EU to change the data protection regulations - there is actually a huge fight going on at the moment about the new EU data protection regulation, mainly because Germany is blocking it.

Point 3): The USA and the EU are two different organizations with different legal systems. Because something does not violate US antitrust law doesn't mean it is ok under European antitrust law - Microsoft has already paid billions of fines under EU competition law for offenses that were dropped under US law. Moreover there is the famous Honeywell merger, that went through in the US and then got blocked in the EU.