Technically you're right it's keeping those pictures stored that's bound by the privacy rules. For example on a memory card, film, LR or any other DAM software or storage system (HDD). The same goes for a cabinet with negatives for example.
Practically it's the same for almost all purposes.
I also think that the fact that you have practically no paparazzi in Finland, could be the reason that there are no court cases.
Look at :
Directive 95/46/EC of the European Parliament and of the Council of 24 October 1995 on the protection of individuals with regard to the processing of personal data and on the free movement of such data
see for example :
For the purposes of this Directive:
(a) 'personal data' shall mean any information relating to an identified or identifiable natural person ('data subject'); an identifiable person is one who can be identified, directly or indirectly, in particular by reference to an identification number or to one or more factors specific to his physical, physiological, mental, economic, cultural or social identity;
(b) 'processing of personal data' ('processing') shall mean any operation or set of operations which is performed upon personal data, whether or not by automatic means, such as collection, recording, organization, storage, adaptation or alteration, retrieval, consultation, use, disclosure by transmission, dissemination or otherwise making available, alignment or combination, blocking, erasure or destruction;"
Member States shall provide that personal data may be processed only if:
(a) the data subject has unambiguously given his consent; or..."
"...or to one or more factors specific to his physical..."
--> a picture seems to fit that part.
You are very, very confused.
A photograph may allow a person to be identified - but it does not include any personal data about such persons.
In UK the law is very simple - any citizen can take any photograph of anyone or anything provided they take it from a public place (even if the subject is in a private place).
The Royal Photographic Society, jointly with the Association of Chief Police Officers, provides every member with a card to carry which explains this right as, sometimes, over-zealous policemen can be ignorant of the law. The card also explains when anti-terrorism legislation might be used to curtail photography - which is practically never. It also explains that the public have a right to photograph the police in the discharge of their duties - which some police don't like!
The only area of possible confusion is in the definition of "public place". It does not necessarily include "private places to which the public have access" where the owner can specify the conditions under which the public have access and such conditions might include restrictions on photography.