> EU citizens have no freedom of speech

First, technically there are no EU citizens, only citizens of EU member states. Speech is handled at member state level (e.g. hate speech, as in inciting violence against an ethnic or religious group, or displaying Nazi affiliation will be handled very differently in Portugal that never had direct Nazi rule, Germany that is doing it's best to make sure there are never Nazis again, and Poland that suffered centuries of massacres from violent oppressors, including the Nazis) so it's even less correct of a saying in this case.

Second, just because it doesn't fit your ideal of free speech, it doesn't make it non-free. Free is directional (from or to), on a spectrum and a matter of perception.

There are no public places on Earth with absolute free speech, and the vast majority of people prefer it that way.