Well, obviously everything makes sense! Atleast when knowing the reason for that is simply very successful lobbying by established companies to prevent anyone from entering any vehicle or vehicle supplying market without enormous upfront costs .
Imagine hitting a pedestrian at 4mph on the side of the road with one of your headlights. The headlight shatters.
However, the light turned out to not actually be safety glass and not shatter in harmless cubes but in nasty long splinters that hit an artery and the pedestrian bleeds out on the side of the road. The Chinese company won't give a shit because they have no certification so nothing to lose. They didn't even export it to you, some random AliExpress seller did. So you end up in jail for it.
This kind of learning from previous mistakes informed the complex legislation around vehicles. Most of these things have good reason, not just lobbying. Manufacturers love cutting costs and you need a big stick to keep them honest. Remember the Ford Pinto? The Boeing 737MAX? Or what Volkswagen did to trick emissions tests? In fact I'd be surprised if the factories welcome all the paperwork that comes with it.
In the end it's not to protect the industry, it's to protect the people (not just you but other road users as well) from an "all too eager to cut corners" industry. And random Chinese factories love cutting corners even more and there's virtually no risk to them. The only way to be sure is to have the whole chain certified.
