Yes, a lifeline must be certified according to the reference technical standards: UNI EN 795:2012 (for removable devices types A and C), CEN/TS 16415:2013 (for removable devices types A and C) and UNI 11578:2015 (for permanent devices types A and C).
Whether a lifeline complies with one or more of the above standards depends on its intended use, and therefore it does not necessarily have to comply with all three standards at the same time.
It is the manufacturer's responsibility to issue a declaration attesting the product's compliance with the reference standard.