Because the EU as a whole is quite happy to censor and generally wield the same tricks as "non-Western" countries in their desires to combat misinformation (however our EU bureaucrats define it), child abuse materials (see Chat Control that thing is not going to go away), and hatred (oh boy).
We've never guaranteed the right to free speech and because we haven't it's a slippery slope all the way back down to the furnaces of autocracy we sprang from.
The Spanish president has come out on record saying we don't deserve anonymity on the internet.