Having two of the abduction missions be on the same continent is quite helpful, actually, greatly reducing the amount of panic worldwide that results from alien abductions.
The reason for that is simple: continent-wide panic only happens if there is no response to any alien abductions on that continent, and continent-wide panic is not made worse by more than one simultaneous abduction.
In this case, if you take one of the two missions in Europe (and the mission is successful), the continent will not panic, meaning no change in most countries. The country that you don't respond to will get +1 panic (+2 on impossible), but not the usual +2 (+3 on impossible) because one point of that results from the continent-wide panic.
As usual, you'll get -3 panic in the country you respond to, and Africa will see +2 panic (+3 on impossible) in the country that the abductions occurred in, and +1 in all other countries.
If you instead respond in Africa, you'll see +2 panic in both European countries that you didn't respond to, and +1 panic in other European countries, while the African country that you respond to gets -3 panic.
The reason it's so great to get abductions arranged like this is that the second abduction on the same continent only produces one unit of panic (or two on impossible difficulty).
Compare that with the third abduction mission being in Asia instead of Europe, where you'd get 5 total panic (6 on impossible) from it: two (three on impossible) in the country that the abduction mission happened in, plus one in each of the other three countries. Even an abduction in South America produces 3 total panic.
I haven't seen it yet, but if it's possible for all three abduction missions to be on the same continent, that would be ideal. If one of the three countries is at four or five panic, it would actually be possible to get a net reduction in global panic from the abduction missions, on any difficulty other than impossible: the result would be +1 panic in each of the countries not responded to, and -3 in the country you did respond to, for a net of -1 panic globally.