So like this: exporting guns and ammo is certainly not something any country allows their companies to do, but most/all countries make specific exceptions in treaties.
This just happens to have the advantage that it makes it extremely easy for politicians to deceive voters about weapons. "Belgian law says it's illegal to export weapons". 100% technically true, and totally misdirects people into believing Belgium doesn't export weapons, which is absolutely false.
Meanwhile, Belgium exports ~50 million euros worth of weapons. But Belgium is just an example, it's not like the Netherlands or France or (definitely) UK, or the EU as a whole are different.
"I'm not aware of any sale of a US weapons system containing European parts being blocked by any European government."
That would be something like "Belgium says the USA can't sell F-35s to Israel because the wings are Belgian-made" similar to how the USA prevents ASML from selling their machines to China.
I believe this agreement is part of the restructuring after that cluster... Note that the agreement is both about production and buying. [2]
"Finland has required extensive domestic participation, with industrial cooperation valued at a minimum of 30 percent of the contract price of procuring 64 F-35A fighters. Under the agreement, Finnish firms will produce the F-35’s forward fuselage structures, including components intended for export aircraft. The agreement also includes ..."
As to how the EU is involved: https://defence-industry-space.ec.europa.eu/eu-defence-indus... (ie. that's where you go to ask for loans to start a factory for making F35 components, they have a page listing the deals ... somewhere). Note that this is one of the EU institutions that isn't in the budget (well, the loans aren't). They're not spending tax money to make those loans, they're printing money to make those loans.
So the Finnish government is making this deal, including details on export (and this is obviously weapons exports).
[1] https://en.wikipedia.org/wiki/Sel%C3%A7uk_Bayraktar
[2] https://militarywatchmagazine.com/article/finland-leading-ma...
And, of course, the other side of that coin: weapons export regulation is Europe is not something that is meant to actually prevent weapons export. Rather it is used like a company policy: it makes sure everyone regularly has to give the government something they want.
Which is, to put it mildly, not how politicians present those laws.
Look at the political pressure the USA puts on ASML in the Netherlands to prevent them from selling certain products to China because those machines contain some American parts.
The question is explicitly when the reverse has happened, not some general info about European weapon exports or legislation.