I believe he's referencing European privacy laws in an unnecessarily oblique manner.

adwww is implying that this would be illegal in EU (unsure if that is true or not) and is "greeting" the other poster saying "hey, I'm European too"

> this would be illegal in EU

Not quite, but privacy rules that protect employees from overzealous employers are common in most European nations (EU or not), to varying degrees.

It's a snowclone/memetic mutation of the "Laughs in Spanish" meme. https://knowyourmeme.com/memes/laughs-in-spanish