The weather is a huge factor of course, but I still think that the weather in central-eastern Europe should be suitable for Cecropia or Polyphemus moths, because the region belongs to the same Köppen climate type as the regions of USA/Canada where these moths occur natively.
More about this: en.wikipedia.org/wiki/Humid_continental_climate
The Asian Saturniidae species (Samia cynthia, etc.) which were introduced to Europe and successfully established themselves here, all seem to be introduced because large numbers of animals were imported and bred here, with an intent to be used in silk industry.
Of course, some of these moths escaped accidentally, or were deliberately released from breeding facilities.
However, things like these haven't yet seem to have happened in Europe with non-native moths, which are only bred by hobbyist entomologists -- such as Cecropia or Polyphemus.
This seems to indicate that hobbyist breeders haven't yet deliberately released sufficiently large numbers of animals specifically in order to establish a new local population.
But nevertheless, it's still only a speculation of mine, and I don't know for sure that these moths would be able to actually handle the weather conditions and predatory environment of likely suitable locations in Europe.
Maybe some of you have conducted some experiments on these N.American Saturnids, to test how they handle your local weather conditions and maybe even predators (if kept completely unprotected), throughout the year?
For example, maybe somebody has placed some caterpillars on hostplants growing completely outside, and have regularly checked on them throughout the year, observing how they grew, made coccoons, and how the coccoons survived through the winter -- until the moth emerged the following year?