You can do your own qualification testing and much of that will be simple and cheap as demonstrated in the video. But some issues are rather more problematic. In particular ROHS - how much does it cost to get a lab to test a part for compliance?
If you buy a part that is used in products widely sold in the EU then it is almost certainly compliant, but it probably won't be easy to determine that that is the case with your specific part, especially with the preponderance of Chinese equivalents, clones, knock-offs etc. A Padauk micro is unlikely to be copied so you only have that company to worry about, but jellybean parts such as LDOs? You are in a maze of twisty little passages, all alike.
Even if you buy a part from the same manufacturer, who you know to supply complaint ROHS parts for those top-tier companies selling in Europe, how can you be certain they don't have a reduced cost product line using the same silicon but packaged in cheaper, non-compliant, plastics intended for other markets? We known the Chinese are very adept at shaving a few centi-cents off already rock bottom prices.
The part number may even be identical. Sure a reputable company will have proper QA, certification, traceability etc. but then their prices may well reflect that. There must be a great deal of smaller/mid size Chinese companies, especially those competing at the lowest price points, with somewhat less, shall we say 'rigor' in their internal processes/stock control/documentation - whether accidently through aggressive cost cutting or deliberate when scruples are trumped by sales figures/profit margins.
Your regulators were marked lead free (and ROHS bans many other substances such as phalates), but unless you have them tested yourself it comes down to a matter of trust. If you get sued you could go out of business and countersuing your Chinese supplier would likely be fruitless or impossible. Digikey/Mouser etc. may also make mistakes (and you may have little more redress if you suffer as a result), but you would expect them to have good enough processes in place such that you don't have to worry about it (ie. you trust them), and/or plead best practices etc. in your defence.
Bottom line, I expect very few will have a problem ith ROHS and probably most small to medium sized manufacturers get away with ROHS non-compliance (especially Ebay resellers of cheap Chinese products) anyway - after all, who has the resources or interest in enforcement? Customs may well pick up lead bearing components with suitable scanners, but Bromides etc? So perhaps a non-issue to most, or those who can afford to write-off a faulty batch, but a real problem for some.