Notably in that case, the Icelandic police did not even seek a court order, as they didn't need to since the server was owned by a US citizen. They just got a letter from the US police and decided to perform a raid. So you're absolutely right.
I'd question the technical compentency of anyone who would claim to have "NSA-proofed" anything without expounding further on the threat model.
And the trial judge didn't allow Ulbricht's challenge to suppress that evidence[1] on fourth amendment grounds as Ulbricht didn't claim or demonstrate ownership of the server[2]
Which is a shame, as it would have been an interesting case and could have changed a lot of that trial.
[1] and everything that followed per fruit of poisonous tree - which was most of the case
[2] http://www.wired.com/2014/10/silk-road-judge-technicality/
If your adversary is the NSA, you need to determine how interested they are in you. If you're on the shortlist, I doubt any national borders or legal frameworks will protect you - TAO doesn't respect them.
If it's law enforcement like in the Ulbricht case, some countries may have stricter requirements for a local search warrant to be issued. But I doubt you can make such a sweeping generalisation about "europe".
The FBI had little trouble getting access to Robert Ulbricht's servers, with the help of the Reykjavik Metropolitan Police.