I completely agree that departments should consult our office beforehand when they are considering legislative or even administrative measures with significant privacy implications.
You used the word “approval”, but I think departments need to retain their responsibilities, as delegated. I think it's a very good idea for departments to consult us and for our office to provide opinions that will then inform government decision-making. However, in keeping with the principles of accountability, the government should ultimately be the one deciding what to bring forward because it is responsible for proposing legislation.