PE and N has continuity due to the fact that at the TX (transformer), the centre or Star-Point (where Neutral wire originates), is also Grounded into the Earth mass. If your system uses TNS, TNCS , the PE is SUPPLIED together by the electricity network. So the Earth Impedance is relatively low here due to either utilisation of PME(for TNS) or PEN(for TNCS). If your system is TT based, you will have to spike your own earthing. Then Earth Impedance maybe relatively high (sometimes no continuity) depending on your Grounding Rod Resistance. Remember: PE DOES NOT carry Current under normal condition. Neutral is the one carrying current hence being used as the Return Wire in 220V