If you don't have those on the actual hardware you can't bring the iPhone to Europe. Yes, even if you are just visiting. So Apple will keep them.
That's incorrect. The CE requirement is solely the burden of whoever introduces a product into the European market, i.e. importers or distributors. Your personal devices as a tourist don't enter the market (otherwise you'd have to also pay taxes on import). The first US iPhones didn't have a CE mark, for example.
Also, the CE and trash can marks don't have to be etched into the device. They can be a sticker that the customer may remove. Apple could presumably put them on the plastic cover that already stuck on there during packaging.