I wrote a bit about this in CrowdSupply write up - https://www.atomic14.com/2025/07/21/crowd-funding-retro
CE is all about self certification. The lab testing gives you the confidence to do this.
It can be expensive - but Chinese test labs are very affordable and do a really professional job.
There is now quite a good EU based service - https://early.smander.com/ I used them to get some advice early on (disclaimer, I know the founder).