I don’t think you’ll want "only shorts" anytime in Europe. In most cities, the tourists are the only ones who wear shorts.

May is still relatively cool. I spent two weeks in Greece and Turkey in early May and had only one day that was hot enough to be uncomfortable in pants. It will probably be uncomfortably cool for shorts for at least a few days in May if you’re anywhere north of Italy. It can be too cool for shorts, particularly in the evening, anywhere in Europe in May and early June. July and August are usually hot, but I spent three really cold days in Paris one July.

When I was in Switzerland last year in August, there were a couple of days where I would have froze without pants. Definitly take some along, even if it’s only 1 or 2 pair

Shorts are fine. Southern Europe will be fine for shorts in May. The rest, probably not, but you can get some great warm weather (70s) in Copenhagen in May….and then again, not.

If you don’t want to wear shorts and are afraid of looking like a tourist, wear a snow mobile suit, fur hat and WWII pilot goggles in Paris in May. They are all the rage.