European voters don't take European Parliament elections very seriously, treating them as what political scientists call "second order elections". This means that voters are more willing to use their European Parliament votes to protest the government and the political mainstream, making it more likely that they will vote for fringe parties, giving these parties greater credibility. When the National Front won a third of the seats in the European Parliament elections in 2014, it sent shock waves through France and Europe.
The second key resource that Europe offers to fringe parties is money. Parties elected to the European Parliament or categorised as "Europarties" can receive European funding. This again can be very valuable - especially to parties which do not have parliamentary funds or wealthy backers in their home countries. In theory, this money is supposed to go to Europe-level activities - such as hiring assistants who help members of the European Parliament research legislation and do their jobs. In practice, there is not as much supervision over spending as there ought to be.
This is what has gotten the National Front into trouble. Le Pen is accused of having paid her chief political counsellor and her bodyguard on the pretence that they were parliamentary assistants, when they were nothing of the sort. Other members of the National Front are accused of similar abuses.
Brexit would never have happened without European Parliament resources: The most notorious example of the EU helping a virulently anti-Europe party is UKip, which was the key mover behind Britain's exit from the EU. It's safe to say that UKip would have died long before Brexit became a possibility if it hadn't been for the European Parliament.
UKip was poorly funded in Britain, and hence had strong reasons to suck up as much money as it could from the European Parliament. Nathalie Brack describes how eurosceptic parties like UKip practised "strategic absenteeism", in which its members turned up to Parliament solely to collect the money that they received for attendance. Without this funding source, UKip would have been far more poorly resourced.
As both UKip and the National Front stories demonstrate, there are two things that far-right parties like about the EU - its election resources and its money. It seems paradoxical that the EU is paying the parties that want to dig its grave. Indeed, the trouble that the National Front is in may reflect the fact that some European authorities are unwilling to continue this arrangement.
The National Front is certainly not the only party guilty of sketchy behaviour with European Parliament money - the fact that the Parliament has gone after it, triggering the French investigation, may have as much to do with politics as the desire to uproot corrupt practices.