They sell to the EU, so they have to follow their regulations. If they don't, the devices can be seized by customs.
Tbh there are more issues if they wanted to be compliant with EU regulations. I'm fine that they aren't compliant (they aren't in the EU, after all), but it's something to be aware of when ordering from them.
Wouldn't customs seizing the device be a bigger problem for the importer?
From consumer perspective it's the problem of the seller. I would ask for a refund and if they refused I would do a chargeback.
They don't have to do business in EU if they don't want to follow the rules.