You can’t know. But it is always safe to assume that every country is spying on their citizens as much as they can and when they can and however they can. Of course, certain EU countries may be an exception but nation states do try to keep track of what their citizens are up-to.
To some extent you must distrust secret agencies promises, because they are secretive by design. I found that secret agencies in many democratic countries have implemented transparency and oversight mechanisms. This includes surveillance courts and parliamentary oversight. This means parties in the opoosition are a controlling factor of secret agencies. Obviously they can still provide fake data or withold data. So personally I think improving protection for whistleblower so employees can easily leak abuse could help. Besides that secret agencies have a lot of power, decreasing their concentrated power would also be a step forward. There is also a lot more to do obviously, but then I would have written an even bigger wall of text.
Most countries will never share how and why they are gathering what data for what purpose. You just can’t know unless you are part of the entity doing it at the highest of levels.
Many countries do share data but I think the biggest issue is that we can not verify if it is true or if they withold stuff. And that secret agencies will often say the purpose is ‘national security’ or ‘protecting the kids’. Maybe there could be some sort of process where they must submit their policy to be tested by lawyers. Or democratizing the secret agency workplace to decentralize the power from the top.
Ergo, it is best to always use a trusted VPN (Mullvad, IVPN, or Proton) at all times on all devices with the kill switch enabled. It obfuscates the ISP and the country from gathering where you go online and what you do.
I wholeheartedly agree with you, that is a sad fact of reality.