I doubt it's free literally anywhere, you'd pay it through taxes if not more directly, but you probably mean that, where you live, it's included (with a fair use policy) with every subscription you can possibly get? That's not the case in any country I've been to, especially if you want a flat EU rate you pay a crapton of money (probably this is easier if you don't have friends and family 20 minutes driving over a border, but also within NL and DE I know many people that pay per minute because they hardly ever call or SMS anyway; probably a majority in fact)
Show me one, just one. I used to have two different Swiss carriers where SMS were free, and now I have the German WINsim, a cheap carrier, where I pay 10€/month and get 15gb, flat phone calls and flat sms. I haven't paid for sms in at least a decade.
Germany: my partner's current subscription from O2 is pay per minute/SMS. Checking the site now, that doesn't seem to be offered anymore, but the price also doubled so renewing would be stupid
Netherlands (the market I'm actually familiar with):
https://www.youfone.nl (virtual provider, cheapest in recent years) Homepage shows 200 minutes/SMS are now forced with every subscription, that's new since I last renewed about two years ago. You used to pay something like 1.5€/month extra if you chose these 200
KPN.nl (the K stands for royal; historically state-owned and had the best coverage, now the premium "I want to pay more for nothing" provider) includes unlimited call/SMS with every available subscription apparently. Prepaid would be pay per use, but those offers are even less attractive (I used to have prepaid as an adult because it used to be cheaper and they'd just automatically book a data bundle off the balance and automatically top up the balance from my bank account; but then KPN bought the virtual provider and it became expensive)
https://www.simyo.nl/sim-only/bestellen forces to include 200. They also offer prepaid but not for an attractive price either (which is weird to me: no credit risk, no minutes or SMSes included, but those internet bundles alone cost more than a monthly cancellable subscription that includes a few hundred minutes/SMSes?)
Besides premium KPN, a provider called Simpel (means in Dutch what it sounds like in English) seems to be the only one that includes flat rate minutes/SMS with every possible subscription. There's a few more niche providers but I think these are the well-known ones (besides one that gave me a CAPTCHA to view the website so I closed the tab) and should be comprehensive
So the market changed since I last renewed: more than a hundred SMSes are always required now. TIL