BRUSSELS—The European Union said Tuesday that it wants China to release “verifiable proof” that tennis player Peng Shuai is safe and to conduct a thorough and transparent investigation into her sexual assault allegations. Peng, a three-time Olympian and former top-ranked doubles player, dropped out of public view after accusing a former Communist Party official of sexual assault. Peng has only had a few direct contacts with officials outside China since she disappeared from public view earlier this month. She told Olympic officials in a Nov. 21 video call from Beijing that she was safe and well. “Her recent public reappearance does not ease concerns about her safety and freedom,” an EU spokesperson said. Peng made the sexual assault allegation online against a former member of the Communist Party’s ruling Standing Committee, Zhang Gaoli. The tennis player’s post was removed within minutes, and she stopped appearing in public. “The EU joins …