In Europe, the one who imports the device must submit a certification document for the device... so even if you just stick already-approved products together you have to do a complete recertification. This, sadly, also includes selling a "Raspberry Pi computer" with you as distributor packing a Pi and a Wifi stick in a case. Only if you ship the individual components to the customer to self-assemble, you don't need certification...
As soon as you take anything and put it together, my lawyer has told me. Technically, even computer shops assembling computers from parts will need a full certification for every combination they sell... it's crazy.
Add the WEEE regulation (valuable resource recycling) to the mess and you're out a couple thousand bucks if you do everything by the books.
Adafruit is an US company, they can take advantage of simpler US regulations. As long as I import the modules for private usage, I don't need EU regulations (but in case my device causes RF interruptions, I still am liable!).
As soon as I start to selling them for money in the EU, I am the importer and thus need to provide CE certification, R&TTE inspection, WEEE trash register, etc pp.