"I'm sure European governments were aware of these programs"
That would make it legal?
Under the Napoleonic Code and similar European systems, I'm sure it is legal. It is also legal under the United States Constitution. In America, the information could (or should) not be used to prosecute for Income Tax evasion or similar purposes, but it could and should certainly be used to protect our country against attack by violent enemies.
The primary duty of ANY government is to defend the country and citizens against enemy attacks. That is the purpose of this program.
I don't like being spied on any more than anybody else, but I don't fret about it because I'm not a terrorist and have nothing to hide. I would be considerably more worried if privacy considerations were used to prevent security organizations from trying to stop terrorists before they actually blow up trains and buses and buildings.
Whether it's legal under the EU bureaucracy, I don't know, and I doubt whether anyone else does either, apart from the EU bureaucrats. They are unaccountable elitists who do whatever they choose, operating under a 300 page constitution too complicated for anyone to understand. That means that, like activist judges in the US, the law is whatever they say it is.