Governments are big and composed of competing interests, especially in a multi-party system like the EU. Assigning them a single stance is an oversimplification. (Parts of) the EU can be pro-privacy while being against it too.
I have a suspicion you're talking from a USA standpoint, where antitrust is enforced based on provable harm. This is not necessarily the set of values that the EU population wants to live by.
The Dieselgate was already deemed illegal, making your remark a case of whataboutism.