I agree with what you’re inferring. But that said, there’s a valid argument to be had that—for some things—your own government is a unique threat that other people’s governments are not, or less so.

I’m Australian, and if I was worried about the practical legal risk of being tracked online by a government, it’s mostly concern about my own. A foreign friendly government is mid tier: it’s unlikely that five eyes is an intel firehouse, so it’s unlikely for your petty domestic matter to be communicated. A foreign hostile government is probably safer if you’re committing domestic crimes.

One difference is, EU or China don't act as global hegemon and claim to promote freedom, democracy and free markets for everyone.