CE is not a third party test, it is a self-evaluation by the manufacturer of the product and is not accepted as a "listing" agency.
As far as the inspector requiring a listing mark, if the installation is covered by the NEC, then 110.2 says:
110.2 Approval. The conductors and equipment required or permitted by this Code shall be acceptable only if approved.
Based on the definition of "approved" and the Informational Note that follows 110.3(A)(1), many AHJs require the use of "listed" products.
Approved. Acceptable to the authority having jurisdiction.
"It is the first responsibility of every citizen to question authority." B Franklin