Even it you could self certify, that is a problem because the 'regulations' are not free,
What is not free? It costs you nothing to self certify. Or do you mean you have to pay for the documents that tell you what needs to be met?
because of the special requirments of a RF device, I presumed it needed external notified body testing.
Not in the EU, you can do it yourself. That is you can do the tests required and self certify the compliance.
For FCC you do need an approved external test house however.
myself I think its conspiracy by 'big business' to kill off inovation and competion from small business.
There is a lot of truth in that, it is called "a high barrier to entry".
In the US FCC and UL are looked at by many as a form of import control.