Yes
For some issues, the answer will differ from country to country. For some, from continent to continent, for others even from city to city.
Since we have no tag hierarchy, we can't simply tag a question amsterdam and have the-netherlands, western-europe, europe, and big-city inferred or implied.
Neither can we tag a question with all those tags, because we only have five tag "slots" available.
There will be questions where europe is the right level of locational precision. And so we will need europe.
Tags will be used incorrectly or mistakenly, but that is no reason to delete an entire tag.
And sometimes, the location isn't so much the deciding factor as for instance religion, type of work environment (blue collar vs. white collar), profession, and so on.
Questions can be retagged, based on the comments from users or even based on the answers it is getting.
Sometimes europe will be the right tag: when the location is relevant and it is the right granularity.
And sometimes it won't be, either because it's the wrong level of precision, or because location is not as relevant as five other tags.
Examples
What is the best way to deal with "reserved" seats at place like a hotel pool?
Currently no locational tag; europe may even be not broad enough here.
How can I notice if someone is speaking with sarcasm or irony?
Specifically stated by the OP as being asked "from a European country"; we have no finer level of locational detail available.
How to deal with a dangerous, developmentally disabled person I can not avoid?
Currently tagged the-netherlands. However, europe or perhaps western-europe would have worked as well. While the legal measures the OP may take against the individual can differ from country to country, the interpersonal skills needed to deal with him differ less.
How do I indicate interest in going somewhere without inviting myself along?
Not europe, but united-states which can be overly broad as well, since etiquette for this issue may very well differ from one state or region to another.
How to say "I'm an adult now" to my parents?
This has indonesia, but Indonesia can stretch from Ireland to Moscow, with a number of different islands; several large ones and so many small ones that even Indonesia itself doesn't know how many exactly. While predominantly Islamic, the Indonesian part of New Guinea is largely protestant, and there are some Hinduistic "enclaves".
As with the USA, country may be too coarse a level of location.
How can I recover from a bad first impression on the internet?
Location is irrelevant here. The cultural tag used is stack-exchange.
How do I indicate sarcasm/irony online?
No location given nor needed; tagged online-interaction.