Absolutely not, Germany in general cares more about privacy than any other European country, which of course extends to cops, but you cannot extrapolate anything privacy-related from Germany as a continent-wide rule.

If you really want to generalise across the continent, the most common scenario would be that you're completely within your right to film them and publish that, but then the cops would argue (using GDPR of all things) that you have to blur their faces and names before publishing. (Try to argue != succeeding automatically, that's up to the court to decide.)