If there has ever been an offer for your product on another marketplace, you need to have an active listing in this country. Otherwise it is not possible to use pan-European shipping (PAN EU). For example: If your products are listed in six marketplace countries but you only have active offers in five of these countries, PAN EU is not possible.
Caution: Amazon often creates listings for you in other European countries without you knowing. Be sure to double-check your ASINs on all marketplaces!