Mounting something on the roof rack doesn't count as modifying in that way. If that was true, bicycle racks would be illegal.
I can't speak for the entirety of the EU, but I know for a fact that in the UK mounting something like this (assuming it's securely attached) is not illegal.
I got fucked up by the cops in Germany for putting a not-checked-by-TÜV selfmade wood casing upon the top of my car. These guys did this in Berlin... man, they're LUCKY to having gotten out without any consequences.
The law may well differ across member states. Apparently there isn't a definitive law on the matter in the UK, but you could be prosecuted if your roof load is deemed to be dangerous or is excessively heavy or overhangs the car. There definitely isn't explicit rules that require roof loads to be checked or qualified in any way.
I can't speak for the entirety of the EU, but I know for a fact that in the UK mounting something like this (assuming it's securely attached) is not illegal.