CE and FCC for MCU boards/Raspberry Pi HATs/Arduino shields etc
That depends on how you look at it. Every product that is considered an end-user product must have a CE certification. I don't know how the FCC works, but in the case of CE it's self-certification. That means you may just state that your product is CE compliant and that's it. Of course you are always responsible for your product (even if a third party has verified EMC compliance and such). If it ends up interfering with other appliances of injuring someone, your in trouble. 

That said... CE is not requires for "component or modules" that are used to manufacture end-products - which one might argue an arduio is. Or is it? Maybe it's a consumer product designed for education and developing. Not sure myself.

I personally think it's still a niche product that is not a standalone device. But I'm no lawyer ;)