I do not know anything about how Hak5 certifies their products, but i can give you some insight to the world of CE in general.
If you are manufactoring a electrical equipment that is ment to be connected directly to the 110/230/400 VAC system, the demands for safety is quite high and regards such things as protection for people, animals and property, that it will not cause other equipment to malfunction (electromagnetic compability, EMC), and that it is immune to other equipments interference (electromagnetic immunity, EMI). In theory, you are supposed to put your product in serious and expensive testing (several 10000 $ in testing cost is not uncommon) to prove that the product meets these requirements. In practice however, anyone can stamp their products with a CE symbol, without doing these tests. There is no CE police, and only on rare occasions does the goverment show up on the manufactorers door and demand to see any testing documents. This is why you should never trust a CE symbol on anything sold on eBay, Ali baba and so forth. I have personal proffesional experience of this.
However, this is only true with electrical equipment that is ment to be connected directly to the 110/230/400 VAC system. I am not versed in Hak5's full range of products, but i believe that they are mostly USB connected devices, some of which has wireless communication abilities. This makes this question a bit easier. Since USB is powered by 5 volts, there is no risc for people nor animals. You could say that a USB powered device could catch on fire, but i have never heard of such a thing happening in real life. The power available through the USB standard is simply to low.
You could say that a USB device with wireless communication might not be electromagnetically immune, but that is like saying "the sky is blue". We all know that a wifi adaptor cant connect to a AP if another AP is near and uses the same wifi channel. So what is the point of CE marking there?
The only point in CE marking a USB powered device with wireless communication ability would be to ensure that it doesnt disrupt the functions of other equipment in the vecinity. But that is largely dependent on your use of it. If you purposly send deauth packages using aireplay-ng for example, you have disrupted the targets function. Does that mean that the product cant be CE certified? That would mean that all wifi adaptors CE certification would be void, because in theory, any wifi adaptor drivers could be modified in order to do packet injections and send deauth packets.
So what is the answer? Well, in these tricky situations, there is a fall back theory: As long as all components of the products are CE certified (such as the wifi chip, microprocessor, memory chips and so forth) the entire product can be deemed as meeting the CE requirements. This might not be a bullet proof west in court though, but then again, nothing is.
But finally, there is another issue to keep in mind. And here i must repeat that i do not know the full range of products that Hak5 offers, nor have i checked any of their certificates. Anyway, here is the issue: If you are manufactoring a generic wifi adaptor, and using generic components, all of which are CE certificated, is it really good business sense to spend 10000 of dollars just to make sure the product is within the CE specs? Or would it make more business sence to assume that the manufactorer of the individual parts are honest and reliable, stamp your product with a CE mark and hope its true? Remember, there are no CE police and there are no routine CE goverment checkups. Unless something really bad happened that would make the goverment suspicious of you, there is no problem. And the risk that a USB powered device should cause such a bad situation is basically zero.
Now consider this: Lets say that you are selling products to people that refers to themselfes as "ethical hackers". Would such a business catch the eye of goverments? Would such a business be under secret surveilence of goverments? Would putting a CE symbol on the products give the goverments an excuse to get involved?
Again, i have no knowledge of CE certification status on any of Hak5s products, the only point i wish to make is this: Even if a product is safe and legal, sometimes it makes more sense to NOT put a CE mark on them.
Finally i would give you this advice: When it comes to USB powered devices, with or without wireless communication, i wouldnt worry about their CE certification status. I would be more worried if my own usage of them is legal or illegal.
Sorry for this long answer, but this is a more complicated issue then most understand, especially when business sense and goverment gets involved. I could not have given a truethful answer in a shorter text.