Huh? Where I work we sell in the EU, and we do not have any offices or even any employees there.
Well, maybe not in the "legally required to" sense (though I think that in some areas those are mandated as well) but but more in the "if you want your business to succeed" sense.
There are lots of reasons for having headquarters of some sort near your customers. The most important is probably having easy understanding the culture of your customers and/or actually getting or retaining customers. The best example I can come up with on short notice is McDonalds, which for a good reason has headquarters in nearly every European nation in order to set the logistics and handle the cultural integration (see; selling beer in France or selling hamburgers with black rye bread in Finland).
Few years back (2005) I was trying to buy an iPod directly from Apple Europe (located from Ireland), and even that was horrible as the Irish customer service didn't understand my problem (the reference number wasn't correctly formated to be used with Finnish bank transfers* and students don't usually get credit cards even if we have savings and steady income from student benefits). The Finnish FAQ-web page didn't load correctly (links didn't work and some of the images were missing). Apple supposedly had Finnish contact phone numbers but they didn't work either; when I send email afterwards with feedback, they claimed that they "work perfectly from line phones", which few households had even back then. If they had had even one Finnish worker, none of these problems would be an issue. Not to mention better translation for the operating system; you still remove CD's and iPods by clicking button titled "Give Me".
And so on.
*these days it's not issue any more.