I am curious about which countries do you associate with privacy.
Estonia, Iceland, Switzerland, the Nordic countries and America.
Yes. We do all of that. But so does practically everyone else. The difference is our federal structure and--until recently--independent courts provided a bit more oversight than other countries' citizens had access to. And we've had--until recently--respect for privacy held deeply enough by enough people that it turns into a stink at the federal level in at least some respect.
Most countries have national logging requirements, disclosure requirements and domestic police with the powers of the NSA. (America remains one of the few countries in which one can form a legal entity with zero identification.)