Because it could be covered in salmonella and other things. Even just washing them might not be enough if you’re not careful to not cross contaminate. Washing them and keeping them cold works great.
It’s funny to me that elsewhere in this thread people are complaining about how Americans are less stringent with food safety, and yet here you are getting lambasted for defending an American food safety practice that objectively has a slight increase in safety, but at an arguably high cost.
As others have pointed out, just washing them is exactly the wrong thing to do. But if you don't wash them, you don't need to keep them cold. Not washing them works great too.
But they could be covered in poison. So we clean the poison off which has the side effect of requiring they be put in the fridge. They stay fresh longer too. I don't know why much of Europe is OK with having poisonous eggs. There are hundreds of Salmonella outbreaks in Europe because of eggs every year.
We just don't eat the egg shell. Poison on the outside doesn't matter much as long as it doesn't get in.
There are hundreds of salmonella outbreaks in Europe every year, but also in the US. Salmonella is mostly fought in the animals rather than in the eggs. But both the European and American way of handling eggs works.