That's not really true. While there are EU-wide standards for many products and regulations, which can make this job easier, there's not a true single legal framework. Look at Google in Germany for example.
Do not confuse the right and freedom to do business and sell your products/services with lawsuits (not established laws & regulation) that may arise from specific regions. Lawsuits != law & regulations.
In the US, when Google got sued for tracking Safari users when they had opted out, Google didn't have to settle in all US states but only some. This "Germany example" is no different.
