Might AML regulations have to be applied to unofficial currencies sites in EU?
In the EU AML regulations do not apply to currencies, they apply to financially registered entities and a couple of other ones.

The entities required to ensure AML-compliance are : 


Banks,
Payment Service Providers,
Latin notaries (think about laundering money through real-estate transactions for example)
Licensed currency exchangers,
etc.


Legally compliant Bitcoin exchanges are not subject to AML regulations directly, since as of today, none of them is a registered PSP or bank. But, if they partner with such an entity they can get a delegation to perform AML-related duties such as KYC, under the legal responsibility of the delegator entity.