Could you give an example of a European country with them? The ones I’m familiar with require a crossing to be used if nearby, that’s it. Or are you counting that as a jaywalking law?
Well, the traffic code is a law, and usually defines various rights and responsibilities for traffic users; since there are jaywalking clauses, I would definitely count that.
This Wikipedia entry covers many European countries. https://en.m.wikipedia.org/wiki/Jaywalking