Actually, that's what I hear too now (though I do hear a faint [a] after the P). I definitely no longer hear as [ø]. I don't know why I did before. Still interesting, though--we both don't seem to hear it as a diphthong, though I would have expected something like [ɛʏ]...
Hi, nice to see your answer, considering I replied to a post of yours from 3 years ago. :-)
I suppose, the voice has changed in the meantime because the voices in Duolingo seem to change again and again. :-)
I hear that same pronunciation of "Europa", [eˈʁoːpʰɛ], at forvo, too: