argante For example, consider a mobile network operator or a bank, and these entities, in accordance with data retention regulations, are obligated to record, for example, your phone calls, the content of your text messages, and emails
This is a bold statement that ignores local laws, it depends where you are, technically these recordings and retention are not necessary for proper functioning, what happens in almost all cases is the retention of metadata and it has been proven that they talk too much, ie what number you called/texted, the day and time, but the content is never necessary, if local laws are pretty acceptable, as is somewhat the case in the EU (compared to other countries) and if you are the subject of a serious criminal investigation, in this case, you can be technically bugged by your mobile operator's collaboration with the authorities which is very different, but phone tapping is becoming less and less reliable and are very resource intensive.
SMS and calls via the operator are not recommended because they are not secure, but the recording and conversation is not systematic, it's the same with ISPs, it depends, for example, the URL is not relevant for the router, only IP addresses are, for emails, don't use the mailbox provided by your ISP, for banks, I will not get into it.
As @N1b wrote it, I wouldn't worry to much, or at least I want to think positive, even if that sounds naive. Of course, we mustn't give up, because the idiots who propose absurd, freedom-destroying laws keep coming back for more.