Overall, I would say consumers' privacy-sensitivity in Europe expresses itself largely in the increased usage of Telegram, Tor, Firefox, and Linux compared to the US.
That's partly because Apple's rhetoric is not always matched by the practical realities of its devices and services. Are they better than Google/Android? Sure, by a long way. Are they actually good? Different question.
For example, assume that you do not wish to transfer any data to or from your Apple device via any third party online system, including Apple's own iCloud, at least not unless it is fully end-to-end encrypted and there is no realistic possibility of the external system reading the data. Instead you prefer to keep everything local, for example connecting to another device over your local network or directly using one of the secure wireless mechanisms. This should be an entry-level requirement for any genuinely privacy-focussed system, yet to this day Apple's lock-in effects and the lack of end-to-end encryption for many types of data using iCloud are in direct conflict with achieving that most basic of privacy requirements.
Apple has only just introduced the ability to transfer everything from one iPhone to another directly. You still infamously can't transfer many common data sets onto or off those phones through standard protocols, and Apple's proprietary software seems to have a poor track record, again pushing users towards iCloud.
If the particular app you have in mind doesn't support that feature (most of the ones I use do), that's not Apple's fault.
And the fact that Apple's entire system uses a proprietary storage scheme and doesn't support standard protocols other than for a few specific cases like photos clearly is a decision that Apple has deliberately made.
IME, wirelessly iTunes can be flaky, though better than in the past. My direct personal experience is that if you use a wire, as stated, it's flawless.
Originally iMessage was supposed to be opened up for third parties but that never happened for some reason.
Isn't that mostly explained by the fact that EUR prices have VAT included (typically 20%) and US prices do not?
Ironically, it's Europe where privacy championing Apple is way less of a player than Google when it comes to smartphones and services, especially compared to the US market.
So I'm not sure if a privacy conscious approach would buy them much in the EU, at least among consumers.