There is already a law for electronic money institutions which apply to all the exchangers from EU but they don't respect it. In short, they are out of law.

The EU will enforce this law properly and done. Each exchanger from European Union MUST have a financial license because they are dealing with money. What the exchangers are doing(that KYC or AML) is nothing. You are giving your personal details to some companies you know nothing about and which are not supervised by anybody.

Each financial license company have strict rules(according to law) regarding to where they store your information, who can access this information( from their staff ), etc.
Do you think BTC-e or Bitstamp has these rules?  NO!

A financial licensed company has the same rules as a bank. They must comply with a lot of things. Can someone tell me where is the BTC-e office?

 A real financial company must have a real office, external auditor, accounting, compliance officer and so on. BTC will remain as a tinny shit as long the exchangers will not be financial licensed.