It's because xiaomi.eu versions come bundled with appropriate TWRP versions and flash them as part of the ROM flashing process. For example, I had TWRP 3.0.2-3, but after flashing xiaomi.eu 126.96.36.199, I got TWRP upgraded to 3.1.0-1 as well.
Thank you and teddy0209 for your kind and quick help.
I opened the zip of a ROM xiaomi.eu. Indeed it contains a folder "recovery". But his release number is unfortunately not indicated.