If it is final license ride, in EASA land you are grounded right after your ride until you get your part.FCL in hand. With passing license check ride, you are no longer in training
So far as the UK is concerned at least, that is total poppycock! You may not be undergoing training for the issue of a licence but that is not what the relevant legislation says - you only need to be "undergoing flying training".
It is perfectly acceptable for an individual to undertake, for example, dual or solo refresher training (or, indeed, initial training for certain other qualifications) while awaiting receipt of the licence. The only requirement is that the solo training is "authorised and supervised by a flight instructor".
Other member states may have further restrictions written into their respective national legislation but there is nothing in the EASA Aircrew Regulation that prevents an individual from choosing to undergo further training (either dual or solo) while awaiting licence issue.