I've run into that a few times, too. It lets you make the first transaction, then balks until you call them and say, yes, it's really me.
Same here. I've learned to call ahead each time.
It caught us by surprise in Scotland, I think '09. Beth had another credit card & she figured out the pin #. It's been 5 yrs since we've gone to Europe. Seems forgetfulness is at work - or I was in too much of a hurry to even think to consider (certainly put off the O-Ringen entry). Still haven't finished!
Never had problems from here buying things over there and always call in advance when going and not had trouble. Did have trouble off and on last month in Vail with Amex. Card would work but not five minutes later in the next store. Finally checked online and had the warning to call. That cleared it. Strange as charges on the mountain were going to the card. So they should have made the connection. Carry Visa as a backup and it did.