Indeed, except for the bits of Europe which chose not to be part of the main part of Europe. That's how it works.
And by "it" we mean both "free choice to be part of the union or not" and "legal jurisdictions".
I don't think you know how continents work. It's a bit like saying Canada isn't "North American".
I don't think you know how continents work. It's a bit like saying Canada isn't "North American".