According to Art. 124 EPC, the European examiner is allowed to request information on prior art that has been cited/taken into consideration in regional and national proceedings on equivalent applications.
And yes, you pay the EPO to do a search and examination, but nevertheless they may request so much. In comparison, this is not so bad as in some other countries where you are always obliged, even many times without an invitation, to cite prior art that has been mentioned in equivalent cases (such as Canada, Australia, Israel and many other countries).
A similar thing holds true for the USA, where you are obliged to file any prior art with the USPTO which you know (thus even prior art that has not been mentioned in equivalent proceedings) and which can be considered material to the patentability of the invention. Non-compliance with this requirement in the USA is taken as fraud and can lead to the revocation of the patent (a hot topic in the last year due to some far reaching court decisions).
In Europe there is no such thing as fraud, and it is not known what will happen if later it appears that - upon invitation - you have not complied with the requirements of Art. 124 and Rule 141. Possibly, a judgement wilt be given by a national judge of a country where this issue starts to play.
On the other hand, you are only obliged to file prior art that has been cited or discussed in equivalent proceedings. If you know of prior art, but this prior art has nowhere been mentioned you are not obliged to file it (in contrast to the USA). However, if you want to obtain a valid patent, it is only wise to file any prior art of which you are aware that could have an influence on the patentability of your claims.