This is not just Europe. I've worked in both Hong Kong and Singapore, and in both cases I had a 3 month notice after the probation period. Mind you, in both case this is symetrical: the employer can get rid of me, provided they give me a 3 months notice, or pay for it (more likely), just like I can leave after a 3 months notice period or pay for it. However in most cases, when leaving, you can negotiate to leave early, because no company wants to retain and pay someone who doesn't care anymore: they'll just get you to do some handover and let you go.
On the other hand, I find the North-American way brutal: if my employer wants to get rid of me, I'm revenue-less in 2 weeks. That's not a lot of time for me to find a new job.