If financial institutions, which include CEX, are prohibited from using XMR, DASH or transacting in the LN.
How is an individual supposed to access these crypto assets? (open question - I'm not currently looking forward to acquire any of these - curious about the legal aspect)
You can buy privacy coins (XMR, DASH, etc.) from centralized exchanges that are outside of EU. Some of these exchanges don't even require KYC, so they essentially ignore the EU limitations.
Even if the exchange requires KYC but does not have a legal presence in EU, it can ignore the EU limitations.
And there are also decentralized exchanges which completely ignore this limitation.