In Finland, some stores might stash eggs in refridgerated sections but overwhelmingly they're kept in room temperature. Salmonella is virtually non-existent in Finland. Eggs can generally be consumed even raw. That is because of a special stricter-than-usual control of poultry and egg production which effectively means that only Swedish and Danish eggs meet the import standards. Yet no eggs are imported to Finland anyway and the country is actually a net exporter.

Plenty of eggs are sold in room temperature in both Norway and Sweden. And neither country utilizes refrigerated transports, so there is no unbroken cold chain.

Isn't there natural refrigeration in those countries most of the year?

You can't put eggs outside in winter, frozen eggs crack