What is the main reason?

It has a few things going against it in that region.

-Last to market
-No huge exclusive IP that has massive appeal to Europe
-PS already has advertising in place on key software like FIFA.

Bear in mind that the Xbox 360 managed to sell an incredible 26 million units in Europe. Ms has plenty of potential there. Xbox One being bundled with Kinect, more expensive than PS, technically weaker, and pushing TV (zero appeal in the EU) are all issues that massively hindered sales in the region and worldwide. I expect we will see a much more competitive Xbox in the region this generation.

It's not that it sells worse in Europe, it just sells unrealistically high in the US. It really is a miracle that it sells as much as it does.

This. No idea why it sells half as "good" as it does to begin with, with the little amount of games it gets.

Europeans seems to be pretty loyal to their entertainment brand

Following music charts, the english speaking acts that sells well in Europe tend to sells well for almost 20 years there, hence 80's rock band and pop singers still making huge sales in the mid 2000 while in USA their careers were pretty much done almost 10 years before. It's not like those singers were getting massive hits, but they were selling consistently well to their already stable and mature fanbase

Following box office performance, I see exactly the same pattern. Europe seems to be the least likely market for a new blockbuster enjoy a massive financial sucess, Europeans would rather watch another Star Wars, Harry Potter or Lord of The Rings movie. Animations are the exception, as they target families and children mainly anyways

With that in mind, I will make a bet. If anyone can get a demographic breakdown of european hardware sales I will bet Sony customers are on average older than Xbox's. Sony has a strong presence in European market since PS1, it was the first company to trust in Europe and europeans are still loyal for them. Nintendo was there, but without a big presence it was mostly a niche company on home console markets, being very strong with handhelds a position nobody challenge

Of course brand loyalty will only explain a fraction of the edge Sony have over Nintendo and Microsoft. No matter how strong your brand is, if you releasing an unappealing product people won't buy it period. Not even Japan bought Wii U to illustrate that. As said before, 360 did fairly well in Europe, showing there was indeed potential in the market, but MS screwed all that with the anemic XBONE. To make things even worse Nintendo Wii U bombed hard destroying for good any chance of Microsoft touching Sony sales

If I had to make a guess in just a few words, I'd say that Xbox sells less than PlayStation because of the difference in brand recognition and less than Switch because of the lack of portability (or any other distinguishing factor).

PC gaming was and is pretty big in Europe. If you have a gaming PC, an Xbox almost won't give you anything that you don't already have, especially now with Gamepass.

A Playstation or a Switch however bring their exclusives into the fray, making them a potential console of choice even if you have a gaming PC.

I always thought of it as a low quality PlayStation clonebox that happens to do particularly well in the US because Americans are biased toward American products, even when they are of clear inferior quality. American made cars are a big example of this, as are many electronics. There is a stereotype that American = poor quality. Some companies have managed to beat that stereotype, Apple is the most notable.

Xbox just feels kinda irrelevant IMO. Other than halo, there really doesn’t seem to be much reason to buy an Xbox. Whereas so y and Nintendo have always cultivated a huge mindset towards exclusives. Both first and third party.

If all your box does is play multiplats without any exclusives to define your platform, what’s the point?

Rol explained it very well.