Nope. I don't, and I never have any issues with not having it. I communicate with my wife's family through Signal and everyone else through SMS, and my not having WhatsApp has never even drawn a comment.
Well, I'm happy for you. But the question was about Europe.
"Everyone" (scare quotes) does have it in Europe. Not having it absolutely draws comment, in a similar way that not having a Facebook account drew comment some years back. And as to why nobody defaults to the lowest common denominator of SMS, WhatsApp is vastly superior to SMS:
-seamless picture, video, and audio messaging - this is always super janky / broken on MMS
-built-in interface to Giphy
-integrated video and voice calling
-group chats (especially this)
These features are optimized for use by a meme-loving, highly social, audio-visually oriented userbase. Posting a reaction gif to a funny group chat thread is 1) vital culture and 2) impossible on SMS. That's why.