In a fundamental sense, the Crown has immunity and is able to pass legislation which results in an economic loss to a person or a business. There is ample case law over the centuries and basically the victim is on a hiding to nothing.
But today the situation is much more complex because in many areas the organisation is required to follow procedures (such as an impact assessment) and if these are not followed correctly then the resulting rule change is vulnerable to a Judicial Review.
That's the scene in the UK. I don't know anything about this but there may be additional EU rulemaking procedures.