Why? If anything the EU tends towards pro-privacy/anti-authoritarianism and has mostly avoided this kind of security theater seen in other countries.

There have been many right-wing exodus from reddit over the years. All of them have centered around a perceived “free speech” issue, and they have always flocked to the most promising alternatives (e.g. Voat). Obviously Lemmy with its origins was never seen as particularly appealing for that crowd. This time the issue just happened to touch the left-leaning part more.