Same thing with Amazon. While Amazon sells stuff directly, they also allow people of questionable status to sell things as well, and of questionable quality of the merchandise.
As for sex dolls, it may be an embarrassing thing, but I think these "weird" people would be better off using a sex doll than going out and assaulting someone. They're likely buying that product because they have a hard time meeting people the right way, so they want the quickest means to their ends. I don't think that's something we should be taking away — are we telling them that they need to put forth the effort to get a RL girlfriend... or are we delegating them to the next quickest way to get what they want, even if that is to assault a stranger.
As far as who the Union can hold accountable — Shein itself is the obvious answer. If the app or the people under it won't regulate their content, they accept full accountability by default. The EU can ban the site/app from doing business with the entire bloc if any part of it violates their rules and the site won't regulate itself.