It's not all of Europe, but several countries do do it. That's the way I've been taught, and I had to go through a painful switching process when I moved to the UK.
Basically, those countries use a comma as a decimal point and a dot as a separator in large numbers.
0,5 would be 1/2, whereas 1.000.000 would be one million.
The reason for that is that (mostly in handwriting), it's fairly easy to not write down the dot (for example, by simply not pressing your pen hard enough), which is generally much less likely with a comma. If we miss a separator, on the other hand, it's usually no big deal (I mean, hardly anyone even uses them).