I can buy the military exemption, and maybe some very top level government workers that are effectively military (example: POTUS). But the EU parliament has no reason to be excluded. It is definitely a terrible law if it is so bad that they won't pass it unless they are excluded.
> top level government workers that are effectively military (example: POTUS)
POTUS is very specifically NOT a member of the military. Elected civilian control was the whole point. Even Eisenhower had to (temporarily) give up his general rank to serve as president.