Not at all. Europe and Southeast Asia are clearly distinct continents/regions separated by vast distances—roughly 6,000–8,000 km (3,700–5,000 miles) of land and sea. There is no geographical ambiguity or political dispute about their boundaries.
Europe's eastern edge is conventionally marked by the Ural Mountains, Ural River, Caspian Sea, and Caucasus watershed. Southeast Asia begins far to the southeast, encompassing the Indochinese Peninsula, Malay Archipelago, and Philippines.
Any confusion likely stems from:
But the core regions? Unmistakably separate.