I would guess that the reason you never cross them is that you rarely travel outside of cities. Within a city the population density makes the cost of not having a grade crossing (bridges are typically an order of magnitude more expensive) worth it. Often tracks converge into cities as well, so a grade crossing every half hour turns into the crossing closed more than open in a city thus splitting the city into parts: unacceptable.
I've personally crossed train tracks at grade in Western Europe so I know the crossings exist (or did 15 years ago when I was last there...) Though the freight train network in Western Europe is terrible by world standards (for both good and bad reasons), and that is going to drag down your sample size.
At least partially that's actually the law as well – the default mode for new rail-road crossings is mandated to be grade-separation, with exceptions to that rule decided on a case-by-case basis, though primarily only in cases of low traffic (which in case of roads means ≤ 100 vehicles/day). Plus in actual practice the federal railway authority also having a reputation for a strict interpretation of that paragraph and tending to not grant exceptions has also done its thing, so in practice new level crossing on the federally-operated railway network (i.e. DB) are indeed a total rarity.