I'm not buying it
First of all, Europol is not an EU setup. Next, both EU and Europol are not going to deprive each other of intelligence to fight crime for simple economic reasons. Last, I'm actually rather pissed off seeing an (non-)intelligence staffer trying to play politics.
I'll expect them clawing back at some point. If not, the head honcho will be in the UK quite often so there will be plenty of time to pester him in the press..