Lawful interception is not limited to network capture and traffic sniffing. Border searches and “enhancement of the target device with surveillance tools to increase visibility” (i.e.: bugging your device with surveillance software) is also lawful interception.

I live in a country which borders EU. We have GPDR compatible laws and my work contains a lot of cooperation with people and organizations inside EU. However, I think you can still find some “legitimate interest” in that data to mine it nevertheless.