If you’re concerned about the ramifications of gdpr, I’d suggest moving on with your life. In your op you said you felt it was invasive, if that’s how you feel talk to them about it.
To answer the question in op, it is perfectly reasonable to expect privacy in your own garden without having the neighbour recording you, even though most likely it isn’t the intent, it’s still something I wouldn’t want to experience myself
Edit: I see you just said above you now think the main issue is that they didn’t ask you, welp, this is starting to make something out of nothing.