Is it the case that all consumer electronics (...) originating from Europe and the US used lead free solder to join their components?
After 2006 yes - and not only in Europe, but next to everywhere. Modern production is global, devices from one production line and design are meant to be sold in many markets. No manufacturer wants to restrict the 'sellabiliy' of their products due to the use of parts that are banned in major markets.
(with an emphasis on retro computing machines of course!)
I'm not sure what this is supposed to mean. Also, really old computers were manufactured way before RoHS was even though about, they are of course not according to the standards.
Now if you ask about modern devices used with old machines, or some of the emulation gadgets, they are (again of course) manufactured according to RoHS regulations.
Are there any notable machines that used lead free solder before this age?
Not that I know of any - back then no one really cared - just think about all the organobromine compounds used as fire retardants in monitors.
This is relevant to those wishing to modify hardware components of their old machines as lead-free solder usually have higher melting points.
Not really, as the higher temperatures are well within the tolerable range for parts used in the 70s or later. After all, one should only heat a solder joint for a minimum time. Set the temperature of your soldering station according to the solder used and handle the joint like trained.
It only gets annoying when using older soldering irons without regulation or insufficient heating. This will result in slow heating and a higher temperature flow from the solder point into parts and/or PCBs.
Throw away old tools - it always pays off to have the proper tool for the job.