Most of Europe simply doesn't need an AC. Spain, south of Italy, south of France, parts of the Balkans. But in countries like UK, the Nordics, Germany, etc. you'd need something more than "open windows" for mere days of the year, if that. The people who live in the places that need AC usually have AC. It's actually pretty damn simple.
Got it, it's cooler, no one needs AC. Next question, why are there a lot more heat deaths per capita. I mean, a lot more (4/million vs 235/million)
Should be simple