Let's say you run a company that designs and installs speaker systems for clients. You hear their requirements, look at their space, and then select the most appropriate consumer products for their needs, buy them and install them for them, leaving them with a complete system.
All of the speakers, amps, sounds systems, etc. were all CE certified, but you've just created a new system from them. Each system would be unique (as the customers requirements would each be unique.) Would each system like this require CE certification? It seems to me that the cost of the certification for each system would cost many times the amount of the systems themselves. This would render any kind of business specializing in customized hardware systems infeasible in the EU, but as far as I can tell this is how the law is applied.
See this similar question: CE certification of a system containing only ROHS and CE compliant parts