We can order a bunch of components to build something or other. Transistors, resistors, capacitors, inductors, chips, lengths of wire etc etc. None of which need any FCC certification. But when we combine them into a product that thing could be spewing tons of crap into the EM spectrum and upsetting radio communication. Exactly what the FCC is supposed to police.
Already we have people posting about how to make radio transmitters using the raspi GPIO pins. A really bad idea.
Would a raspi based product with some LEDs and such cause such problems? Unlikely. But perhaps you have to prove it.
CE is a different story.