US vs EU ISPs. Is it worth tunneling traffic to family member's home?

How do US and EU ISPs compare when it comes to privacy? I'm assuming the EU ones are better given GDPR and the EU's stronger privacy laws.

I currently live in the US but have family in Ireland. I'm an Irish citizen. I have previously set up a Raspberry Pi in a family member's house to run PiHole etc. I occasionally connect via Wireguard to perform maintenance or to stream Irish TV.

Would it be worth it to have a …

connect etc family gdpr home house ireland irish isps laws live pihole privacy privacy laws raspberry run traffic tunneling wireguard