Duncan Davidson comments on the different storage methods for eggs across the globe and noticed that the US is one of the only countries where the people refrigerate. He found out:

Not surprisingly, the answer to why we refrigerate eggs in the United States seems to be our reliance on factory farming methods that increase the level of problems like salmonella. To combat this, American eggs are power washed which strips away part of the eggs natural protective coating. Because of this, USDA requires all eggs to be sold refrigerated.

He also believes eggs from other countries generally taste better and loosely attributes our farming/storage methods as the reason why.