Because it’s a collection of countries not beholden to US law. Example: Russia granted asylum to Snowden (I know Russia’s not in Europe, but it is an example of a non-US country not marching to the tune the US wishes).
An encrypted session to a server in a different country IS a tougher nut for the NSA to crack.
If anyone has any specifics about the converse (which countries HAVE given the NSA a backdoor) I’d be interested to hear it.
