I've no idea how they do it since it's only recently that most major component suppliers have been able to offer lead free terminations.
Many components are still not RoHS compliant and you can't even do *trial* runs of lead free soldering on your product until all the components have no lead on them !
Yeah - meant to be - quite. Damn bureacrats have no idea. The Chinese et al will simply silkscreen CE on the product no probblem. That'll do. Much more tricky to take them to task about it than local manufacturers.
It's just an added cost / overhead for Europeans.
Graham