I mean sure, butter can sit at room temp and such; but the store isn't legally allowed to do that. If those products are kept out of refrigeration for 30 minutes or more, they have to be thrown out. The only shelf stable dairy products you'll find in this state not kept cold is powdered milk and freeze dried cheese. Or custards and shit like pudding, if those even count as dairy (eggs are considered dairy here).

Sour cream I would think could be kept room temp. Isn't that how it's made in the first place? Just leaving cream out to go bad?

For a limited amount of time and according to the thermic treatement. Pasteurised milk and dairy should be refrigereated. Similarly, cheese must be set at ~4-8°C temperature range. Also in the EU cheese can be made with regular milk as long as it is processed accordinfly, with many exceptions (there's abound to be thousands of cheeses in the EU). Sterilised milk (121°C treatement) is labeled as UHT (ultra high temperature) can instead be conserved just fine, and can be used to make cheese if you add a starter microbe to the mix. Milk is frail, whenever it spoils, it smells like no other thing on earth. And it stinks the fridge worse than mercaptanes in a chemistry lab. You ever smelled mercaptanes? It's an experience

Sour cream can also be UHT, we have a lot of unrefrigerated sour cream in our stores

Leave it on the heater over night for extra sour cream, for that full body cleanse.