Europe...because that's where ALL the terror is today.
Jack should be fighting in the Middle East.
The series ended up with Jack on the run from the US and the Russians. He's no longer an anti-terror agent, he's a fugitive. Why would he go to the middle East, where as a white man he'd stand out a mile?
Anyway, given that the UK and mainland Europe have seen terror in the form of 7/7, the Madrid bombings and other atrocities over the last decade, your point is a little misconceived.