They don't exist in my country and our windows doesn't work with one either. We don't have sliding windows.

You can of course install real air conditioning but that's expensive as fuck.

A lot of houses were built before window units were a thing, so you get windows that just won't fit them, and you need slightly to moderately more complicated systems to make it work, like "air conditioner bolted to wall with a hose into the window or through a wall" style.

Their climate is also on average vaguely more forgiving in the heat, with temperature ranges that are comparable but lower sustained highs and generally lower humidity resulting in generally more tolerable conditions even during the warm season.
Remember that Europe is much further north than we typically think. Italy is as far north as new York, and Germany is about as far north as Canada. "Why aren't air conditioners as popular in nova Scotia as they are in Florida" has a more obvious ring to it.

Finally, if you're used to it it's not a problem you feel compelled to solve.

The northern most states in the USA also have the same arrangement. It's (historically) in a cooler climate, where a "heatwave" is anything above 80F, so just open your windows if it's stuffy indoors. Combine that with fossil-fuel heating, and heat-pumps just aren't a thing.