Yes, and that irks me. But is boils down to the same thing as calling USAers "Americans" or even "North Americans". It's not necessarily wrong to do so. Words have a common meaning and a technical meaning. Europe is one of those words that has so many meanings that it is best avoid in any technical writing.

By the way, famously neutral Switzerland is not in the EU, nor do I think it is ever likely to be, but it is definitely in Europe. So...

A society committed to the notion that government is always bad will have bad government. And it doesn't have to be that way. — Paul Krugman