Maybe the testers got a gifted HMD so it avoided customs.
But yes, it needs CE marking for EU compliance but that would mean CE approval which takes time as they test your compliance to the many directives. This is one card that a competitor would use against you so Pimax need to be on point.
This was asked way back in 2017 where @Matthew.Xu replied.
Courier VAT handling charges on delivery (EU): by @Mal
And again May
http://community.openmr.ai/t/pimax-is-preparing-shipments/6156/4?u=d3pixel
And just in case this has not been done, here is a guide on CE marking for Chinese products.