In which European countries?

Certainly not Germany - I renewed mine at the city's immigration office, which was even helpful enough at one renewal to point out that I was likely eligible for a permanent residence permit and supplied the list of documents to bring back to apply for that.

All students on visas in UK have to leave the country if they want to change to another visa, often involves people either flying home or else getting a cheap flight to a Schengen country

All 29 countries in the Schengen Zone require exit to renew tourist visas

Germany, Italy, France, Switzerland, Austria, and most EU nations generally require non-EU citizens to return to their home country to change visa types.