I feel that euphemisms are a function of how society views certain aspects of life and feels that they should not be talked about directly. So are there languages with no euphemisms?
As @Wilson interestingly points out, it's not easy to say, "There exists one", also because, where do you draw a line and say this particular saying is not a Euphemism for something slightly more taboo. Since there is no scale, no definite measure. All languages will mostly have some sort of euphemism construction.
Unless they are artificial languages or very specific sociolect (like in a precision field like surgery), where you have to be totally clear about the point you are making and slight confusion can make a lot of deprecation.
I feel like this is more of a cultural question than a linguistic one.
Euphemisms do not require the currently spoken language to accommodate them. Euphemisms rely on a person's understanding that A is a less extreme version of B, regardless of the language of the words that are being spoken.
The only way you could have a language where a particular euphemism doesn't work is if that language simply never defines the word that the speaker wishes to use. But that still doesn't mean that the speaker is incapable of using any euphemisms.
Even in a strict context which doesn't allow for nuance, you can be euphemistic. Imagine a world of mathematics where being a "circle" is considered as offensive language. I could still introduce euphemisms by saying things like:
Tommy is an n-gon with a [particular size of] n.
All I need to change to nuance my euphemism is change my statement about how big the value of n is.
Anyone who understands the existence of euphemisms (which is a cultural thing) will understand that I'm trying to get away with calling Tommy a circle (or close to it) without saying so.
It's hard to answer a question with a definite negative, since that leaves the possibility open for someone to come along later and say, "I know an example which disproves your position".
But I think that naturally occurring human languages are all going to have euphemisms, since humans seem to like that.
The only languages I know which do not have euphemisms are ones which are designed to be unambiguous. They include Lojban and SQL.