Prior to a person's consenting to share information, the organization must be clear about what they will do with their private data. I don't think any JW is informed on the day of his baptism that such a thing takes place.
During baptism, a JW is well aware the the elders have collected his personal data on the Publisher Record Card. He even gets to see it if he wants too. In fact it is the publisher who gives the data to them. What elders and the CO's do with the card is explained in the OD book which the publisher has access to. Now, it would be a valid point if the publisher can prove that his data is being used for purposes other than what it was intended for.
After that, whether it be Auxiliary Pioneering, Regular Pio, or Bethel Service, the individual himself fills up all the forms and submits it to the elders or to the society. In most of these forms the WT has mentioned a line whereby the applicant promises to cooperate with all the legal corporations of the WT and thus gives a consent that he allows the WT to use his personal data.
If the law demands, the WT will revise its policies in this, but I am not sure if WT has been doing or collecting data illegally.
For e.g. In India, in some places where anti-conversion law exists, before getting baptized, publishers prepare a legal affidavit stating that they are leaving their former religion and becoming JW;s at their own will and submit the document to the local authorities and the congregation.
So I presume WT would do the same in the EU, to save themselves from legal worries.
However, I feel it would be naive to say that a JW doesn't know that the Org maintains personal data about him.