Because some EU countries also has a bunch of stolen islands/territory outside of europe.
France, Spain, Portugal, Netherlands, etc all have stolen territory all over the world.
> UK is not part of Europe anymore
This is news to the rest of the world.
Europe and the EU are getting conflated more and more. It's kind of like how if someone said he's American, you wouldn't assume he's from Brazil, even though technically Brazilians are American since they're from the American continent or continents.
In a political conversation the geographic meaning of Europe is usually significantly less useful than the political one. So this is not surprising at all.
Whilst he's wrong from a geographical perspective, I assumed in good faith that he was talking about 'Europe', the political institution - which he'd still be wrong about. The UK is still part of the EU until it isn't.