As an Albanian myself I have yet to meet anyone who thinks Albania isn't European who also actually lives in a European country.
I'm pretty sure the person was joking.
Or they just hate Albania, but in that case the likelihood is higher that they're actually from Europe and maybe even from the Balkans themself.
Perhaps you were thinking Algeria? Albania is found nearby Greece and Italy, certainly European.
Your point being?
Curious thing to fixate on. Are you perhaps implying that the presence of Islam and their Communist past turn make them un-European? Despite being geographically situated right between Rome and Athens?