The reference is to the movie: at a certain point while going to Alaska, Marge says she doesn't want the female razors, because "They're european".
Being european myself I was wondering about that thing: I know our women are famous for being hairyer than the average (especially here in the Mediterranean), but hey, I can guarantee they shave as well... :)
Is this really a common belief there in America? That our women don't shave so often?