In the USA you can purchase prepaid SIM card in Wallmart with cash, put it in your phone and you have anonymous phone number, again, this is illegal in Europe in a typical stupid European way, as any criminal who needs an anonymous card would pull in to the retailer some drunk or homeless person and get that SIM anyway. But "normals" can forget about privacy, unless they want to play with something like silent.link.
This is illegal in some European countries but not all. I more than bought one phone and one SIM card with cash in the past.
A good one along the lines of your comment, IMHO, is how most Europeans are very happy to promote ID cards and to be asked for theirs all the time while always complaining about "privacy" and against "surveillance".
For instance in France you must show your ID to buy even a prepaid SIM card, but then again the police can ask to see your ID with little justification. Or how they ask for ID when checking your ticket in the TGV high-speed train...
Go ahead and try that, tell us how it goes...
(No, there is no requirement to be carrying your ID card in any EU countries that I'm aware of. However, most jurisdictions require you to state your identity if questioned by police as a suspect. At least here in Sweden, if you're a suspect they are allowed to detain you "for identification" if you refuse.)
I am not expert in the US, and it has actually nothing to do with my comment, but I believe that police in the US might ask you to identify yourself in some circumstances (which is quite different from having to show an ID).
What I mentioned regarding France is that you must show an ID (passport, ID card or driving license) or face being detained at the police station when asked by police. You do not need to be a suspect of anything to be required to show an ID.
Obviously, it goes without saying you should never trust something you can't verify, regardless of which country the VPN operator is based in.
We also have Mullvad.
However there's still a case to be made for some form of digital sovereignty.
It's no longer considered a complete paranoid delusion that the US could snap its fingers and put tariffs/sanctions on digital goods served from US companies or consider the EU to be proscribed and cut access entirely.
I used to allow myself to think of the consequences of such a situation, after all the US very famously stated that they have no such thing as allies, only temporary allegiances, and as a brit: that is a sobering thought, because we cosy up to them a lot - even going so far as to join them in an illegal war.
However, if you consider the economic harm that would be caused by microsoft just cutting access to Office365, disabling the licenses used or even cutting access to EntraID and managed sharepoints and/or Teams. Most of the EU would not lose billions in lost productivity, they would lose trillions.
What a crazy economic risk, and that's just one product. Nearly all digital services in the EU depend nearly entirely on Azure/AWS & GCP.
Even the ones that don't depend on hosting, still depend on Google Workspace or Office365; both of which depend heavily upon online services which may not always be online during heavy tensions.
I know this is difficult to reason about, but we really have our heads in the alligators mouth when it comes to our digital capability- it will be hard to remove it, and many people are enjoying the echo and will actively fight against attempts for change.