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Well, it's quite regulated here in Europe, or at least I've read so.

Wow, I didn’t know that. Here, it’s normal for people to take photos or film in public places.

Well, so is in Europe, but not when it comes to capturing other people or private property.

That's quite true, there are various laws set out by the CAA and suspect other aviation authorities impose similar regulations in the Americas, they certainly do in the US; however...

If you own a drone that is under 250g, you have a fair amount of freedom

I guess that would be similar to the EU regulations - not having a drone myself, I have no insight.

250g is just a toy, ain't it? Anything with a decent camera is heavier.

I would argue that some under 250g are not toys and some are. Anything that is above 240 such as the DJI Mini, certainly isn’t a toy as the cameras on them are actually really good.

Then of course you get the industrial quads or octocopters which way many kilograms and they certainly do need a license and a lot of training.

I used to have a heavier drone but now only have the Mini.

Well, these were just my two cents, I am no expert in the field :) 250g is basically my iPhone with a case, so I could hardly imagine a reliable drone with an engine, batery and camera(s) and everything it needs under this limit.