Why surprised ???
There are only security checks for trains using the channel tunnel between UK and France ...
(... and maybe for Spanish high speed trains - but I really donīt know)
Train travel here in Europe is generally much more relaxed - if a bit tight regarding seating space in 2nd ("coach") class on occasion.
Why? Because I read either in FT or other forums that there is a security check before boarding Thalys at Gare du Nord. Happily, that didn't happen to us so it was a pleasant surprise.