My first guess was that they used an external brick for the power supply with a relatively low output voltage--that would eliminate a lot of the CE test load. However, a cursory glance at the product photos suggests the power supply sits within the base of the lamp. Maybe the product developer can shed some more light on this. ;-)
That would certainly make certification easier, but as I suspect you understand, wouldnt achieve it alone.
Even if every component was CE qualified, the combination would have to pass its own testing, plus there are a lot more to the standards than just not electrocuting you immediately upon contact.
I can't see any of the energy efficiency labelling that would be required in the UK or EU for example...