WW2 started in 1939 in europe, but I think you've got the right idea.
Was there some significant event, not necessarily in 2003 but some number of years earlier that effected everyone but the netherlands, denmark and the UK, could they have the same effect but mask it with different immigration policies? Denmark and the netherlands were both occupied by germany, the UK was bombed, but the netherlands and denmark should not be much worse off than France, belgium, or Norway for example.
In 2002 the euro came into being - well that would explain 12 countries but not all of them if it had a one year lag effect.
But there's a lot of years there that could point to some systematic problem. Maybe windows XP and the proliferation of wide speed internet made people more sedentary and the economic crisis in 2009 had them all out protesting (exercise!) but then the protesting stopped, and this is actually a by product of the internet. It gets worse as more people get better internet and run around less.
Maybe we've got a change in smoking or health rules or counting procedures or immigration laws that completely messes with things.
I'm not by the way discounting a 'something to do with WW2' effect, (or WW1 for that matter), but there needs to be something different about the countries in question. The collection of possibilities is quite large.