Not completely true, Scandinavian and Baltic countries have more forest than Brazil compared to their area. Mediterranean countries have less but started with less as well. Also forest have been growing for a long time in Europe, while they are still going down steeply in Brazil. Some Other developing countries such as China also now have growing forests.
There's a lot more landmass in Europe than Scandinavia and Mediterranean, and it was all once covered in deep forests. Even many Mediterranean countries used to have thick forests. Montenegro (meaning black mountains) got its name because of dark pine forests covering all the mountains. Those forests were for centuries cut down by Venetians who ruled the Adriatic shore, and then rains washed away all the soil - and now Montenegro is anything but black, all you see is the whiteness of rocks (deeper in land they still have a lot of beautiful nature and forests preserved, thanks mainly to the fact that it was hard to reach terrain).