This is down to a very specific thing that happens in the USA and doesn't tend to happen here. If you wash an egg (because it has feathers or looks a little "dirty") you remove a sort of protective membrane[0] on the shell's surface which leaves it open to infection. To prevent this you need to refridgerate the eggs.
That said, we do refridgerate eggs in the EU. Every supermarket I've seen in UK and Czech Republic does this, and everyone I know puts their eggs in the fridge when they take them home. It may not be necessary, but we do it nonetheless.
[0] https://www.npr.org/sections/thesalt/2014/09/11/336330502/wh...
edit: I am now remembering some shops that do have them outside of the refridgerator :D
What? Eggs are not refrigerated in the UK. The tend to sit in the dry goods aisle near the flour and baking products.
https://www.google.com/search?q=uk+egg+supermarket+shelf+-ea...
Reminder that chicks take 21 days to hatch, so a (healthy unfertilized) egg is still safe to eat after 3 weeks in the cupboard.
I do put my eggs into the fridge but mostly because I don't have much space for them and there is egg store thing int the fridge.
There is a risk to everything but I've noticed online that Americans tend to focus on food safety a lot, keep their eggs in the coolers, freeze, pasteurize, and homogenize everything while eating a diet of reheated garbage and breaking new grounds in obesity. The systemic risk from being overweight, type 2 diabetes, and eating quarter of your calories in HFCS is much higher than acute risk of eating untreated food. And it's usually hard to miss that the milk tastes off anyway.
[1] https://www.tuwroclaw.com/pliki/duze_zdjecia/wiadomosci/mlek...