There's something to this but it's still a slightly dodgy generalization.
A random counter-example from France. If you have a one-person small business (i.e. with a registered business number and the right to invoice), all personal information beyond the name is private by default, it cannot be looked up. The Nordic countries are perhaps closer to the image you're painting. Personal tax information is famously public in Sweden, for example.
But IMO differences are easy to exaggerate. Let's not forget that private phone numbers used to be published in paper directories - with home addresses! - everywhere, including America.
> The Nordic countries are perhaps closer to the image you're painting. Personal tax information is famously public in Sweden, for example.
It used to be much more open, with phonebooks and open tax records, but the last decades I think every Scandinavian country have started prioritizing especially online privacy. E. g. the Norwegian Datatilsynet used to be legendarily tough on things like public CCTV, and now they go after even random chrome extensions.
It's infamously difficult to dox someone from Scandinavia compared to e. g. the US with tons of databrokers.