More specifically, eggs in the US and Canada are legally required to be washed prior to be sold to consumers in retail locations, and thus require refrigeration.
Maybe the right advice is to just store eggs how you found them in the store. If they were refrigerated, then keep them in your refrigerator - if they were not, then keep them out on the counter.
For natural unprocessed eggs you're right. But for most eggs in the US and Canada, the coat has been washed off, as indicated by ihodes in sister thread. So refrigeration is important there.