This is because of a difference in food safety standards. When eggs are laid, they’re covered in something called bloom. It’s a slimy coating which the chicken produces. It’s full of good bacteria, and it protects the eggs and prevents them from spoiling. So Europeans buy eggs with the bloom on them, and don’t need to refrigerate their eggs.
But in America, the Food and Drug Administration has strict regulations regarding animal poop near food. Namely, you can’t have animal poop near your food. Full stop, with very few exceptions. And since chickens poop out of the same hole they lay eggs from, part of the bloom is, in fact, chicken poop. So eggs in America have to be washed, to remove that chicken poop before they can be sold. But this also removes the bloom, meaning the eggs are unprotected and need to be refrigerated.
Take an egg, up close, and smell it. You smell that? Now you know what it is.