The Russians have OMON and they have the Internal Troops that are trained to deal with terrorism and hostage situations.
European police are woefully ill-equipped and trained to deal with jihadi terrorism.
Russians have a lot experience with it in Chechenya.
As a generalisaton that needs a bit of unpicking. In the case of the UK, the police and security services have more experience of terrorism, from the IRA years, than probably any other Western European force. However, that form of terrorism was predominantly bombing-related, and required an intelligence-centred approach: and since 9/11 and 7/7 the British have been pretty good at anticipating and preventing further bombings, with a lot of arrests and convictions for conspiracy. Bombay/Paris-type assaults are a different matter: but there's no doubt that ever since Bombay the British police have been training and equipping for something similar - yet to be tested, fortunately.