In most European countries you would have to be fluent in their language to get a job with a major. British Airways may work for you if you are not fluent in French, Spanish, german etc. It is not common that three languages are required.

If you have the right to live and work in the EU some of the sponsorship (cadet) programs such as the ones by Lufthansa or AirFrance may be interesting.

Regarding taxes: Yes, they tend to be higher but 60% would be unusual. In Germany for example the highest income tax rate is around 40% but there are additional social security taxes. however, the upside is that this also means free health cover and other state benefits such us unemployment and retirement benefits. France has very favourable taxation for airline pilots and the salaries at Air France are pretty good.

But again, unless you have the right to live and work in the EU and speak the language chances would be slim.