The European Commission, the main governing body of the EU, recently sent a serious warning to its staff: spies are everywhere in Brussels, and no one is safe from their watchful eyes. According to an internal memo, shared via email with EU officials, espionage—spying—has become a “real” and growing problem. In Brussels, often considered a “spy capital,” the Commission is urging everyone to stay alert because undercover agents could be lurking in plain sight.

Brussels isn’t just the admi...