Banwave, is it legal that blizzard scans for 3th party software in the EU?

Been banned the second time now, first 6 months and now 18 months.
Made a seperate bot account after the first banwave, but it's clearly honorbuddy is detected and will have to play WoW without it from now on

Today i sended a registered letter to their post adress in Paris to demand their proof and send it to me and also to delete it according the EU privacy law and articles.
But my question is, are they allowed to scan your pc for 3th party software? Especially in the EU, cause they are pretty strict about privacy etc.