1) Europeans realised US corporations and special services won't stop spying on their allies and they will just ignore law and order
2) As the biggest single market on earth the EU has a strong leaver. A leaver which might be to the benifit of other smaller nations as well, so they feel morally obliged to use it
3) Contrary to a common image in the anglosphere the EU is not soley a economic pact, but there is a strong precence of shared values. So human rights, privacy rights of individuals, all that jazz. Not saying this is perfect or even at the level it should be, but it is more than a purely economical pact.
The idea that the EU was purely an economical alliance was a misconception that bit the UK as well during the Brexit negotiations. The UK negotiators couldn't get that there are ideas the EU isn't willing to sacrifice on the altars of commerce and capital.