Why do Europe have both types of sockets for same kind of lighting sources, Are there some kind of codes for which would have screw in or which would have BC socket and base?

Let me know, I'm curious...

BC were advertized, as they do not connect the shell, so reduced shock risk during installation.
But since 50's, a feature was introduced (and made mandatory by codes) to Exx sockets connecting the shell only after fully screwed in (so no touch to the shell possible), so the BC lost it's advantage, so didn't spread further. But BC are still used in UK, rest of Europe use E27 (standard) / E14 (candelabra) sockets with the feature described above.
Usually is designed in the way, the shell connection in the socket is not made to the thread, but by a separate contact on the bottom and side.