

Security and privacy benefits from building threat models. It is good to understand how trackable you are on the internet and walking around with your phone.
Do you need to think about how trackable your phone is if you are driving to and from the grocery store? At most you are providing information that the interested parties already have (where you live, where you shop, and when you shop). If you ran into some trouble it could be useful to have not had a tracking device in your pocket, but otherwise little to worry about.
On the other hand if you are taking part in a sensitive action, then yes you need to leave your phone at home or turned off and in a Faraday bag. If it is particularly sensitive then you need to make sure everyone involved does that. Having a tracking device that shows you were at the location at that time is very bad for you and your compatriots. If you need to communicate on-site, use walkie talkies and speak in code. And plan your action around not having comms. This will make your action better planned out in the first place, which is also important for security.
A threat model makes all the difference.
The EU doesn’t know how to do anything else.