Arbitrary interception of messages is a violation of the constitution in several European countries. The expectation of privacy in messaging is also codified in Article 8 of the ECHR, although with the usual nebulous exceptions.
This is an excerpt of Swedish Regeringsformen[1]:
> Everyone is also protected against body searches, house searches and similar intrusions, as well as against the examination of letters or other confidential mail and against the secret interception or recording of telephone conversations or other confidential messages.