This could be because most of the Transition Altitudes in europe are quite low (ie. 5,000ft for example ) unlike the US standard of 18,000ft.
With the low TAs and high climb rates of jet aircraft, especially at low altitudes, make this a preferred SOP.
That makes good sense now. I know that you guys use different altitudes for each airport (or is it group of airports?), but forgot that they can be quite low. Is the same procedure used on Airbus airplanes? I'm asking because they'll flash the altimeter setting at you when you pass TA/TL.