Um, I don't think they do (I am from UK living in Germany). "Spain, Norway, Switzerland, and Belgium"[1] have a wealth tax, Switzerland is not in EU. So 3 of 27 EU nations have wealth tax.

I would say Norway is an outlier too due to oil revenues and other quirks. The only large nation in that list is Spain.

[1] https://taxfoundation.org/wealth-tax-europe/