You're conflating parliamentary budget and staff with a campaign budget and staff. These documents came from his campaign, not a parliamentary office (be it EU or French). For obvious reasons the two don't mix. Campaigns generally operate on extremely restricted budgets, and are naturally transient in nature.
I think you just confused "a European Parliament" (that is, a national parliament in Europe) with "the European Parliament", which is a different thing altogether.
And then also confused an MP (or, in your interpretation, MEP) not having any infosec staff with the whole government (or EU) not having infosec staff.
But then, even with all that, your conclusion isn't all that wrong for the topic at hand; if a major power like Russia targets a particular politician in the West (perhaps aside from the official, rather than campaign, personality of the sitting head of state), there is likely to be a substantial resource asymmetry that favors the attacker.
No, he is saying that he is a member of a parliament. The lower house of the Irish parliament to be exact [0].
Might just be because the EU is a trade block, it doesn't have secretive military and intelligence institutions because it doesn't have any military and intelligence institutions at all.
Better let INTCEN, SIAC, SitCen, EUFOR and EUNAVFOR know that.
The EU is absolutely far, far more than a trade block.