BRUSSELS—European Union governments condemned the military’s seizure of power in Burma on Monday and demanded the immediate release of people arrested in raids across the country. From tiny Luxembourg to European powers France and Germany, leaders and foreign ministers reacted swiftly in statements and on Twitter to criticize the coup, expressing grave concern but avoiding any details of a possible response. “We call for the immediate release of all those detained and to reestablish the democratic process,” Spanish Prime Minister Pedro Sanchez said. EU foreign policy chief Josep Borrell and European Commission President Ursula von der Leyen, the head of the EU’s executive arm, also released statements condemning the coup. Borrell said that “democracy must prevail,” and Danish Foreign Minister Jeppe Kofod said: “Military under civilian control is a key democratic principle.” Belgian Foreign Minister Sophie Wilmes said EU governments would now discuss their next steps, but no ministers offered …