For being easy to train with, why were they never a mainstay of war in Europe?
First, they were a mainstay of war in many European armies. In many armies, they were the dominant missile weapon. They were especially important in sieges, where a crossbow could be reloaded behind cover, and the weight of the weapon was not a major impediment.
How common were crossbows in the armies that used them as a major weapon? In the Seventh Crusade, about 1/3 of the Crusader army at Damietta was crossbowmen. It's hard to find reliable numbers for crossbowmen in armies - at Crecy, there might have been 6000 crossbowmen, but this number is uncertain, and the total number of infantry (and thus the total size of the French army) is unknown. However, a few thousand up to about 5000 crossbowmen appears to have been typical.
David Bachrach discusses the use of crossbows in a number of papers, concluding that the crossbow was a very important missile weapon in English armies in the 12th century, perhaps the most important:
Bachrach, D. S. (2004). Crossbows for the King: The Crossbow during the Reigns of John and Henry III of England. Technology and Culture, 45(1), 102-119.
Bachrach, D. S. (2006). Crossbows for the King, Part II: The Crossbow during the Reign of Edward I of England (1272-1307). Technology and Culture, 47(1), 81-90.
Bachrach, D. S. (2012). The Crossbow in English Warfare from King John to Edward I An Administrative Perspective. Cithara, 52(1), 3-21,87.
Bachrach, D. (2004). Origins of the crossbow industry in England. The Journal of Medieval Military History, 2, 73-88.
In the 17th century, the fraction of an army using handguns exceeded 1/3 (e.g., it was between 1/3 and 1/2 at the Battle of Breitenfeld, 1631. In the 15th century, the fraction was usually smaller, and there doesn't appear to be much difference in the number of crossbows on the battlefield before they were replaced by guns, and the number of handguns on the battlefield shortly after they replaced crossbows.
The use of the crossbow was discussed previously:
https://www.reddit.com/r/AskHistorians/comments/1pw9w3/what_percentage_of_the_medieval_army_was/
In that discussion, u/mormengil noted that at the Battle of Jaffa, in 1192, the majority of the Crusader army was crossbowmen.