We rarely need to have the windows open here, but in the last week I’ve had doors open and windows wide open with the blinds down to keep the sun out, just like you do on holiday in Europe! So far I haven’t been troubled by insects, but I was bitten on the elbow by a spider ( I think) a few years ago and it needed antibiotics to sort it out: the swelling lasted months, so I hope I’m not inviting them in through my open windows.
I did have a sparrowhawk fly into my conservatory through an open door, but luckily caught it in a towel and released it unharmed. Just had time to grab a quick photo of it on my phone and was pleased it turned out so well!