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Privacy is diametrically opposed to the ability to control the people you rule over, so no state is privacy friendly. There are only degrees of extremism. The poorer countries are more privacy friendly in the world because they lack the resources to spy on everything. If they could they would spy more.
I was gonna say this as well. You can go 2 opposite directions. You can go for a country like Switzerland which has a lot of privacy rules in place. It generally protects you from malicious non-state actors. But you can also go the other way with a developing country whose government does not have the means or capability to monitor you. The tradeoff is your data on government systems is probably already compromised, just not by the government itself.
Unfortunately Switzerland has no power. They were bullied out of the private banking they were famous for and they will get bullied whenever they have info that some other western state wants. Anyway, the privacy benefits they offer are mostly cosmetic. No ruler wants privacy. When we understand that, then we can stop looking for things that don't exist and start creating solutions.