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By definition, they are criminals because they are breaking the law. And therefore the EU government had something to “go after” them for.
Remember, it was tax evasion that the government was able to convict Al Capone on, not his other activities. And also a simple traffic stop for an expired registration or inactive taillight that has put many possessors of a small amount of marijuana in jail.
The EU doesn't have a government in the sense you're talking to, it has regulatory bodies and a council, the individual countries make up the enactment of their laws and regulations in the EU, there is Interpol and Europol but these work usually in conjunction with a countries governments on large scale/impact crimes where cross border jurisdiction is required.