There’s no technical reason they can’t be created, it just doesn’t seem to be a large enough market because of the different socket styles and different countries in the EU.
There are a couple of options.
1) micros installed behind the outlet
Check the specs, but you may be able to use one of the zwave micro controllers behind the socket. I know people do this with the Aeotec nano, which is quite small. It doesn’t work in the US because minimum voltage requirements in most jurisdictions are 15 A and the micros can generally only handle 10 or maybe 13. But that may be sufficient in the UK where appliances tend to have a lower draw.
Plug In pocketsockets (zigbee or zwave)
There are quite a few plug-in pocket sockets, which are popular. These are available in either zwave or Zigbee.
3) new line Aurora AOne? (Zigbee)
There is a new zigbee line which was just certified as compatible with SmartThings, called Aurora Aone. They do make a zigbee dual in wall receptacle, but that particular one has not yet been certified for SmartThings and I’m not sure if it will work. Because it’s a dual device. Also, they are only intending to sell them through wholesalers, although a couple of the stockists will sell to individuals, just at a higher price. More about this in the following thread:
Some Aurora AOne Zigbee Devices added to official list (UK for now)
4) coming soon? Fibaro zwave in wall outlet
Fibaro has recently announced a new in wall zwave socket for the UK, but I don’t know anyone selling it yet. It could be worth waiting for though. 
5) WiFi options
As far as Wi-Fi in wall outlets in the UK, I don’t know of any that have official integration with SmartThings. Anything that works with IFTTT can use that as a “man in the middle“ and that tends to work quite well for outlets.
Here is the FAQ for that: