This might not be universally true soon. The Netherlands proposed changing the law so teens are okay sexting one another as long as there is mutual consent and it's not to make money[0]. However, it has been stalled for a few years now. (I initially thought it was accepted, but now things are forecasted to be 2024). I also suspect that despite it being illegal, very little action is undertaken while the above requirements are still met.

I do not know about other EU countries.

[0]: https://www.mediawijsheid.nl/veelgestelde-vraag/is-sexting-s... (Dutch)