We analyse the propagation of electromagnetic waves in magnetoelectric media. Recently, Feigel has predicted that such a medium may "extract momentum from vacuum" in the sense that the total momentum of the virtual waves (vacuum fluctuations of the electromagnetic field) is nontrivial. Our aim is to check the feasibility of this effect. The crucial point in our study is an assumption of the finite size of the magnetoelectric sample, which allows us to reduce the calculation of the momenta and forces of the electromagnetic waves acting on the sample to the vacuum region outside of the medium. In this framework, we demonstrate that, in contrast to Feigel, the total force caused by the virtual is zero, with an appropriate count of the modes that should be taken into account in this effect. Furthermore, we find that the two irreducible parts of the magnetoelectric matrix behave differently in the possible Feigel effect. Going beyond the original scheme of the virtual electromagnetic waves, we propose an experimental scheme which is suitable for the measurement of the magnetoelectric susceptibilities of the medium with the help of real electromagnetic waves.