Is it possible to have Whois privacy enabled on .eu domains? If not, anyone know why?

My answer is No.
Not sure if Eurid doesn't permit this, but I'm not aware of any domain company offering privacy for .eu's
It has to be said though that Eurid itself gives almost complete privacy on registrant data for domains bought as an Individual (Read: Registrant's "Organization" field, or similar, EMPTY)
Beware of anyone forcing to fill the Org. field, or not clearly asking if you're an Individual or a company.
Here

eurid.eu/en/shared/documents/file_folder.2005-11-18.4424757519/whois_policy_v1_0.pdf

a paper from Eurid about whois showing, paragraph 2.4.

You can never change the registrant on .eu domains, so if you are the registrant, then no. If you are registering new domains it might be possible to register under an alias, it's almost certainly against the registry's ToS.

same goes for .us if i'm not mistaken, they dont allow whois privacy protection stuff

I've got privacy on my .us domains. None developed yet, and hope I'd get a warning before losing the domain :) The thing with .eu domains is you cannot update the registrant once it's been registered.

well as per nic.us better to remove the privacy to avoid losing your domain