BTW, not the entire EU is so expensive. Czech Republic is a decent example (prices converted to £ for convenience):
PPL written test or practical exam: £10
ATPL(A) written test (all modules) or practical exam: £33
Airworthiness inspection (under 5700 kg): £33
Class 2 medical: initial £95, renewal by AME £20
Class 1 medical: initial £302, renewal £81
Landing fees: most GA-only aerodromes £2-3; bigger ones £8-10; LKLT (GA aerodrome in Prague within walking distance of a metro station) £10-20, depending on A/C
Least expensive C152 rental: £66; least expensive in Prague - £100 (non-member price)