No idea why we don't have window screens... though it might be because most of our windows open outwards, so a screen wouldn't work? (just a thought - no clue if that's the reason or not)
To be honest, I've never considered the need for them here, since we don't usually get mosquitoes or other nasty bugs like you get in parts of the US - sure, I might get the odd bee or wasp come though, or maybe a spider or an occasional fly, but I don't see enough of them to really bother me... and if one does come in, I either wait for it to fly back out again, or I try to catch it or swat it away.
I grew up in the UK and I found it really odd when I first went to the US that people would put screens on their windows... it felt to me like that defeated the object of having a window, since I like to open my windows wide and lean out to take in the fresh air
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