Nationalism is on the rise in most EU countries and they get away with saying all kinds of things you apparently dream about, but feel censored to say. The tale of lacking free speech is a lie.
Free speech in the EU is different from the US. Insulting people is not considered free speech in the EU. Calling "fire" in a packed cinema wrongly is not covered by free speech in the EU.
You can say a lot of things, but you might feel social pressure, which is a feature, not a bug.