Can't speak for the rest of Europe, but in the UK tech speaking the bank still needs to prove that you still made the transaction even though you say you didn't. While SCA does helps in their claim not every transaction uses SCA. In my experience its less than 10% of my normal transactions, but some companies (my old phone provider being one) required SCA on every transaction I made with them. Strangely enough, when I purchase something via the standard checkout process on Amazon I don't get a SCA prompt, but every time I setup a subscribe and save purchase I need to approve the transaction even though its the same card as my "normal" purchases with them, but I guess that's because I'm creating a automated repetitive charge on S&S orders.

Also when I have seen cases in the news (this has been quite a while ago, so don't have sources to hand) where the bank have just told the customer "We know it was a legit payment, claim denied" but when pushed for copies of their proof its later turned out they didn't have any and were basically just saying that to get the customer off the phone.

EDIT: Trying to think back to my last few "NSFW" transactions, I think some sites did require SCA but iirc my last SubscribeStar.Adult (think patreon but for NSFW creators) subscription didn't, but that might be because it was just adding a new creator to my existing payments.

EDIT 2: For Chip and Pin, while the bank can say "Well the purchase was made with a pin, so you must have auth it", it doesn't prove that your card wasn't pick pocketed and the pin shoulder surfed from the last transaction/cash machine withdrawal.