Likely a bit foolish since their keeping data against someone's wishes could serve as fodder for more lawsuits down the line, but then one thing the GB has shown about themselves: they don't usually give heavy consideration to Prov. 22:3.
BTW, leaked letters/memoranda show that this policy is NOT just for the EU. That list provided by Atlantis shows the policy is for many countries in Asia, Africa, South and Central America. Conspicuous by their absence in the list, however, are the USA and Canada.