To me, Europa was mostly chastising the EU that despite its power, it was unable to be decisive and save refugees and migrants who died, and the situation is killing the EU through the rise of fascism.

I mean:

And came from the outside
They come in droves
But you had no mercy
Dead bodies were floating on the sea

I think this is leftist criticism of the EU, if anything.

Listen to their new album, Richter und Henker, it will clear it up.

The titular song "Richter und Henker" is against populist-fascist movements, "Nur ein Mensch" is anti-nationalist, "Ein Kleines bisschen Glück" is anti-capitalist.

They are leftists through and through. Individually you could try and get them wrong, but together it's clear as day to me.

I mean lyrics like:

People follow the charlatan
Declare others lower than themselves
Eat from the hand
And call that resistance

or

We face each other
In the name of the nation
Brothers kill brothers
War is perversion

Blood doesn’t follow a flag
Blood has only one colour
You are exactly like me...
Just like me

or even

Wrath is just fear dressed in black
It is the curse of our times

and

We humans out here, how did we want to be?
Who makes our dreams, who plants them in us?
Who lives our life while we merely lead it?
Entangled in the duties that bind us tight

People must function in the depths of debt
Because what was hard fought for, they don't want to lose again
Because sweat, blood and tears, they were otherwise for nothing
But what we own also owns us

People look for a little bit of happiness
But that consumes them piece by piece
Because what you give never comes back
And that slowly sucks us dry

Edits: formatting and another verse

Europa looks like it's saying immigration is destroying Europe to me, although my German is not very good at all. However, Oomph apparently fired their original singer in 2021 after he went off the alt-right deep end, and Europa is from the last album before thst happened. I don't know what the new singer is like at all, but it does suggest that the rest of the band wanted to distance themselves from that

Hard to interpret from that song, the lyrics seem more critical of european imperialism and the response to immigration (shooting immigrant boats) than the opposite to me. I can't find anything about right wing lyrical themes in oomph songs from a quick google in german either, so I wouldn't worry I guess. Maybe someone knows more.