Where in that article does it say it's illegal to gather ethnical data in the EU? You're talking nonsense, I lived in 2 EU countries and government had ethnical data on citizens.
From where I read the article, it it says the contrary, Germany has racism and discrimination on the labor and housing market, but it can't be proven because it gathers no data.
So having no data actually makes the problem worse since racism and discrimination will continue to exist in practice (humans gonna be tribal) but you can't prove it because you have no data because you don't wanna be seen as racist.
It's a self fulfilling prophecy. You're just turning a blind eye on racism while touting yourself as a crusader against racism.
