Look at the platform totals http://www.vgchartz.com/analysis/platform_totals/ Nintendo never made good numbers for home consoles in Europe compared to the North American market. Even the Nintendo Wii sold significantly less in Europe. Now, compare the NA and Europe numbers of Sony's home consoles. Europe always sold on eye level. The majority even sold actually better (PS2, PS3 and PS4 so far). Pretty interesting, right?
One reason why the Playstation brand is so successful in Europe is because people over here have not much interest in the Xbox brand (except UK). If you want to buy a cutting-edge console and you basically have only one option, well, guess what, you will opt for that one option. (Xbox is no real option as it has no real acceptance in the mass market in Europe and 9 out of 10 of your friends you play online with will have a Playstation. Back in the days, N64, Saturn, Dreamcast and Gamecube weren't real options as well because they were all flawed in one or more departments - they all were, together with the original Xbox, just niche consoles).
Nintendo really needs to start a huge marketing offensive in Europe to bring that numbers closer to the NA market. Currently, the European market still just consists only of UK, Germany and France really. The rest of Europe have either a too small population (Scandinavia, Benelux, Austria, Ireland, Switzerland) have a weak buying power (Italy, Spain, virtually all EU countries which don't belong to old Europe + Turkey) or are a combination of both (Portugal, Greece). They are just good for some pocket money. Of course, the combined amount of pocket money made from all those countries is still something.
Nintendo was never competitive in Europe all the way back to the third generation. The Sega Master System outsold the NES despite the NES dominating the US and Japan. It's no surprise that Nintendo's systems have done the best there.
Sony's rise in gaming had more to do with them removing the licensing requirements from and Sony was able to leverage the company's larger asset pool. When Sega was beaten, Sony took the market from them.
Nintendo does well in some European countries (like France) and poorly in others (like the UK). I don't see that changing unless Nintendo can create a new megahit that appeals there or hope the Switch takes off like the DS did. Europe, in general, doesn't have the same iconography with Nintendo as other regions do, and Nintendo relies heavily on that. Not to say this will hurt Nintendo's ability to sell 20 million. It's more why they struggle compared to Sony systems.
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