Not sure why you are so worried about surveillance because one of the core pillars of the Bitcoin network is transparency. Anyone can look at any past or ongoing transactions, unlike your local bank where transactions are hidden from the public, but the Governments looks at them anyway.
Artificial intelligence is becoming increasingly powerful, and we're reaching a point where it might soon analyze the entire Bitcoin blockchain—every transaction, every address—almost instantly and effortlessly.
And how this affect the Bitcoin network if the entire Bitcoin Blockchain transactions are analyzed? It won't be the first time the transactions are analysed.
Could AI-driven analysis threaten Bitcoin’s decentralization by making surveillance cheap, fast, and easy?
I think you simply don't know what decentralization is as far as Bitcoin is concerned. AI driven analysis has no threat to Bitcoin network decentralization.
Is there a risk of creating a kind of “Big Brother” scenario, even if the Bitcoin network itself remains decentralized?
Big brother? Every one of us here has been “Big Bother” to someone else knowingly or unknowingly when looking up their addresses or TX ID through blockchain explorers, so again, what is the big deal here?