Super interesting, did not know this and looked it up (I'm a Swede). Washing eggs is NOT illegal in the EU (at least in Sweden) if your washing them at a certified plant. Washing them the wrong way can spread bacteria through the shell of the egg. So a farmer without the certified plant is not allowed to wash the eggs.
Washed eggs are marked as washed to the consumer and all eggs I've ever bought in stores here have been washed.