"It is the mark of an educated mind to be able to entertain a thought without accepting it." (attributed to Aristotle)
(I'm just trying to show you that there are limits on what you can say without legal trouble and what you cannot say without legal trouble: it all depends on where you put the cursor and how the limits are enforced. But to point out the existence of limits in order to demonstrate the absence of something is flawed.)
BTW, one comment: Holocaust denial is illegal in France. But to be clear, holocaust denial means refuting the facts established by the international Nuremberg tribunal. So it's not like a completely open category. Now, whether it's efficient is another matter…
"If there be time to expose through discussion the falsehood and fallacies, to avert the evil by the processes of education, the remedy to be applied is more speech, not enforced silence."
-- US Supreme Court Justice Louis Brandeis
Re: Europe: the European Convention on Human Rights says, in Article 10: "Everyone has the right to freedom of expression. This right shall include freedom to hold opinions and to receive and impart information and ideas without interference by public authority and regardless of frontiers. This article shall not prevent States from requiring the licensing of broadcasting, television or cinema enterprises."
All of the members of the European Union are signatories to the ECHR.
Also, the Charter of Fundamental Rights of the European Union says, in Article 11:
I'm not European, so my opinion on how closely governments stick to these laws doesn't really apply. I'm just pointing out the laws.