Thank you. It was the AMEX agent who told me that from now on, I will need to use PIN on all my AMEX cards. I also receiver an e-mail confirmtion saying: "We recently received a request to reset your Personal Security Key "Security Pin" for your Card account ending in XXXXX." But it still does not want PIN from me with any purchase.

And yes, swiping card is also seen as very archaic in Europe, even chip is not used much. Still, in a supermarket where I want to use my US-issued AMEX cards, I still have to swipe. (I first try to beep, then it says insert chip, then it says swipe... and I have to sign the receipt!) In restaurants I just beep. And the waiters always wonder why the card does not want any PIN with a $250 purchase... It is just strange that AMEX would not have a more advanced security features.