What lead you to trust RadonEye?

A radon sensor is just an alpha radiation detector. There's little reason to distrust companies making them. You don't even really need very good calibration, you just want to know if radon levels exceed some "you should take action" treshold. Real-time radon detection is really a bit overkill.

I wonder how one could validate a radon detector. Can one buy a phial known air/radon concentration online without ending up on some spooky list?

Naturally, you would have to account what changes in the sample during shipping, due to the short half-life...