You do not go to jail in the EU for adding under-floor lighting to your car, nor fitting a roof rack, or any other such additional fittings. A car must pass it's MOT and have valid insurance, that is all. MOT requirements differ from country to county, and all insurers are different. If it fails and you keep driving it then you'll end up with a fine.
Violating that rule invalidates the permission to drive that car on a public road, immediately voiding insurance coverage. You'd better not have an accident with that car, because you're personally liable for any damage caused. That might not bring you to jail, but can seriously ruin your life if you cause a permanent injury to someone else.
Point is that you won't 'go to jail in the entire EU', or anything of the sort for simply driving car with an unusual load on the roof rack.
A whole load of both public and private organisations have the right to tow your vehicle for many, many things, like simply parking in the wrong place, and you have to do the paperwork.
At this point you're essentially just arguing that if you break you countries local laws you have to deal with the police... mmm.