Well, it's your responsibility to make a declaration/go through the red channel (if needed) . If you don't have anything to declare, you can exit through the green (rather than blue) channel. (Note: not all EU airports have green/red/blue channels).

However, customs officers can see at a glance where you checked your luggage - baggage checked in at EU airports will receive green-edged baggage labels, while those checked in anywhere else will have plain labels. If they notice you bringing such a bag through the EU arrivals/blue channel (or a bag with the luggage label removed), then it's far more likely you may be stopped.