Just to be clear, we're looking at a UK plug, not a 'euro' plug. Everyone else in Europe (and the world, bar Hong Kong I think) has plugs that are ostensibly the same as American ones.
The UK plug whilst bulkier is recognised as the safest in the world due to its inclusion of a specific earth pin and the fact that as mentioned, the long earth pin actually opens the 'gates' found in all UK plug sockets.
This means that our sockets are also extremely safe as the holes into the live connections are physically blocked when a plug isn't present meaning inquisitive tiny hands can't stick things in them!
So yeah, bigger but safer...