Some countries like Turkey are part of both Europe and Asia on technicalities. They straddle the border so they get to be part of both.

Then there's Russia, where the population is mostly in Europe, but the land is mostly in Asia.

Oddly enough, so is Kazakhstan! By most definitions of the Asia-Europe border, Kazakhstan has a chunk on the European side that's actually still bigger than most European countries

Most of it is in Asia, but the part in Europe has most (75%+) of the actual people. Partly colonial population dynamics at work, partly the rest of it being Siberia.