A scientist should not worry about having a "wrong" finding about the actual world stored on their digital devices, period.
A don't have a burner phone and within the extended European continent never have felt the need to, including things like the Balkans.
I don't get bothered and every one is nice to me. But I base my experience on what is in front of me and not what I read online.
Problem with that approach is it makes you entirely blind to change right up until the moment you experience it personally.
It's entirely possible to have a dozen good encounters at borders and only the 13th is bad. Or maybe the situation changed in the last week and you just didn't travel in that timespan.
Casting the net a bit wider and considering other people's experience increases the sample size & liveness of data. (at the cost of some reliability ofc)
I have never been robbed, never broken into, never been shot at, never had my car stolen and don't know anyone who has.
Burner devices may work when you want to protect sensitive information the adversary does not already have. But if you are more worried about authorities making your life difficult, because they don't like you, burner devices may just make your situation worse. From their perspective, it's clear evidence that you are actively trying to hide something.
Five eyes, Russia, China, etc are happy you’re comfortable.
Some EU countries have more of a Russian position on these things!
I very much is a question of national, not EU law so you cannot generalise about the EU.
Where the EU does have laws on these things it has been very anti-privacy and pro-surveillance.