There is a requirement for proofing in some European countries, but not all.
For instance, my native Norway have no such requirement.

For example, guns imported directly from the US to Norway bear no proof marks at all, but there has been significant side-import of especially S&W revolvers from Germany over the years and they are all proofed (Liege stamps), as I know this to be required before any gun can be sold on the German market.

Proofing is not just for imports, even German made guns get proofed, although usually with German stamps.

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S&W J/K/L/N/X