Nah, not true. Firstly, it is not "policemans" who decide about arrests like that. Secondly, I was once called to police station regarding torrenting stuff (I was pretty green back then), they told me prosecutors decided to call me for hearing, they don't care and if I had something on my PC I had enough time to remove it already so they noted I was present, they didn't find any basis to proceed the case, case closed, you can go home. They didn't even ask me anything. Thirdly, and I am surprised I need to say again, EU is not a country, countries have their own laws and laws of a country are higher than laws of the EU. There are countries where laws don't say anything about art depiction and then it's grey area and there are countries that openly state every art is fine.