This is correct. The checked baggage limit in most of the world is 20 kg. North America (including flights to/from North America) is very much the exception. The only time you are allowed the North American limit within Europe is on a connecting flight, i.e., when your baggage is being checked through to/from North America.

Most airlines will give you a higher allowance in Business Class (typically 30 kg), and you get more if you are an Elite frequent flyer - but otherwise you are stuck with the 20 kg limit on intra-European flights.