They are simply wrong. All Europeans are not related.
And your evidence for this assertion is?
There continue to be Sa'ami who do not yet have a real close relationship with Europeans ~ and then there are the Fulbe, Berbers, Cherokees, Yakuts and others who are closely related to Sa'ami but not other Europeans in general.
There are still other genetic isolates ~ the upland families in Switzerland show signs of that because nobody moves in, although they move out!
Mathematics must be counseled with reality ~ not all the connections work simply because nobody moved in or out of thousands of semi-isolated villages for thousands of years.