Certain embassys (mainly in America and EU) only allow you to apply if legally resident in the country, its to prevent 'embassy shopping' (certain embassys are known to be more lax than others, for example french embassy is notoriously difficult for all types of visa). Asian embassys generally (but not all) don't care
while embassy might be in EU, they are not subject to EU laws and regulations, explaining how things "work in EU" is akin to explaining how thing work on Mars, ie totally immaterial