I don't think this goes for every part of Europe, but I'm living in the Netherlands and frizz is not really a problem for me. I guess this is partly just my hair, but the weather is average over here and doesn't have a lot of extremes, so it's fairly easy to keep my curls happy.
I've been to Germany many, many times in my life (my grandparents used to live there) and I can't remember it being very different from the Netherlands in terms of humidity.
I've been to the UK as well (very recently, as a matter of fact) and I've encountered some rainy days, which resulted in just a tiny bit of frizz, which was surprising. However, I now know why. The gel I used contained polyquats, and if I use those and my hair is wet, I get frizz. We were out all day so my hair got wet and stuff, but the polyquats explain.
Nowhere in Europe I've had problems, not even in warmer countries such as Spain, Greece, France or Czech Republic.
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