Swedeheart, it was only in the 1930s that English people here stopped calling Britain 'England' as a matter of course. Old habits die hard. Nelson's famous signal at Trafalgar ,in 1805,was 'England expects....' not 'Britain expects...' Americans, of course, often say 'England' for 'Britain' still.
So it may take a while for us to stop thinking of Europe as somewhere over the English Channel!. However, taking your example, I don't think we are thinking politicallly or nationally when we say Europe. We mean what , in full, would be expressed as 'mainland Europe' to distinguish it from Britain or Ireland , The term 'Europe' , in this context, seems to have supplanted 'the continent', the favoured term of my parent's generation. We say 'We are going to Europe for our holidays' where they would have said 'We are going to the continent..'.