Europe does not have a certification or modular approval.  Instead, a Declaration of Conformity (DoC) is used where the manufacturer of the equipment declares that the equipment conforms to all requirements under the Radio Equipment Device (RED) directive.  A product placed on the market must be tested and fully assessed against the essential requirements of the RED directive to support that declaration.
The manufacturers are required to test the equipment it all possible configurations and use environments to ensure that they will conform in all likely ways that the end user will install and operate the equipment.  This gets easier the closer to the end user you get.  For example, a company making a USB dongle that plugs into a computer needs to test against all operating conditions like voltage, temperature and orientation. This is fairly straightforward since the number of variables in a computer are small (as long as the antenna is integrated into the dongle).  For the manufacturer who makes the radio, they would have to consider the USB dongle use case as well as every other product that could use their radio and the typical operating conditions of each.  This gets overwhelming very quickly.  Even then, the RED directive requires some testing on the final product itself, so it is inevitable that some testing would get repeated.  While some testing could be done on the module or subassembly and carried through to the end product, it is extremely limited and most likely would not have a significant reduction on the cost of testing.
Many modules have a CE mark indicating that they have been tested and comply with the RED directive. This is accurate for the test board used by the manufacturer for the testing and the conditions on that board.  This may not apply to the end product depending on voltages, temperatures and antenna implementation.  It is a good idea to consult an accredited test lab to get clarification on if any of the test data supplied by the module manufacturer can be applied to the end device testing.
It is ultimately the responsibility of the end equipment manufacturer to assess all possible installation environments and ensure that the equipment complies with the directive.  While summaries are great, there is no substitution for reading and understanding the ETSI standards and how they apply to the end product.