The manufacturers have “approval” and put the various marks on their packaging secure in the knowledge that no-one is going to check.
Approval is more complex than that and CE marks don't just get given away. You have to demonstrate that it performs to some specification. If you want to challenge them to prove it, they should be able to give you all of the documentation. Fraudulently claiming approval that you don't have would be a very serious business and no one would be stupid enough to do that.
It's fine, you're overreacting.