I can find a proposed requirement for data portability when cars are connected (the European Data Act; https://ec.europa.eu/commission/presscorner/detail/en/ip_22_...) but nothing of the nature you're describing.
-- from source --
Compulsory for new car models
If you buy a new model of car, approved for manufacture after 31 March 2018, it must have the 112-based eCall system installed. This rule applies both to cars with no more than 8 seats and light commercial vehicles. If you have a car which is already registered, you are not obliged to retrofit an eCall device but you can have it installed if your car meets the technical requirements.
I'm not inclined to see this as anything remotely similar to what a Tesla has, and would hesitate to call it a "connected car" off such a feature by itself. The claim of "connected at all times" appears to also be a falsehood.
Again, I'd google it myself to see if what you're claiming is true, but I have a hunch it'd just be wasting my time because someone makes a wrong claim online. But hey, maybe I should start baking the humble pie while waiting for the citations from trustworthy sources?
Edit: you've replied to other comments saying "lookup eCall". That's what I described in the first paragraph. Not "connected all the time". Throwaway commenter writes bullshit, news at 11!