This is inaccurate. PINs can be changed, typically at an ATM. The difference is how the Chip that is embedded in the card is programmed. The Chip in the card communicates with the payment terminal, and this determines whether a PIN is required to complete the transaction. (Yes, Contactless card transactions do "sometimes" require a PIN.)

USA-issued cards are not all programmed the same. Tell us the names of the card(s) that you plan to use in Europe, and someone will tell you what to expect when you use them.