People can take their personal cars through the Channel Tunnel from Great Britain to France. They don't actually drive their cars through the tunnel, but going by car is a perfectly normal way to travel between those two countries. That's probably the most well-known place where drivers will switch from driving on one side of the road to the other, but there are many more .
If driving with a car with the wheel on the "wrong" side were forbidden, these options would not exist, because at least one direction of travel would not work. Now, of course, that doesn't mean a country like Belgium, which does not have to direct way to Britain, couldn't forbid cars with the steering wheel on the right. But at least for EU states, that seems to be forbidden, as Poland and Lithuania learned when they tried to require cars that were to be registered there to have the steering wheel repositioned to the left
Consequently, the Court holds that the position of the driver’s seat, an integral part of the steering equipment of a vehicle, comes within the harmonisation established by Directives 2007/46 and 70/311, so that, in the context of the registration of a new vehicle in their territory, the Member States may not require, for reasons of safety, that the driver’s seat of that vehicle be moved to the side opposite the direction of the traffic.
It notes in that regard that the legislation at issue provides for exceptions with regard to the use of vehicles equipped with a steering-wheel on the right by people who reside in other Member States, and travel to Poland and Lithuania for a limited period (for example, tourists). That fact shows, according to the Court, that the contested legislation tolerates the risk involved in such use.
So even those countries that tried to ensure that registered cars had the steering wheel on the "right" side made provisions for cars that were just traveling through. And the EU does not consider it a valid law to require wheels to be repositioned.