Americans will say the same in response to something mentioned which they don't have in the US.

The reason you hear this more from nationalities that are not Americans is pretty simple.

On the internet we talk a lot about the US, in Europe we watch American shows and movies, listen to music from America and buy American products.

The world outside of the US knows what Americans have, because they have exported not just their products, but also their culture.

So when talking about something US related, Europeans might share the cultural difference, because we find that sort of stuff interesting, and we dont expect our American friends across the pond to know about it.

But why are we Europeans specifically, like this more than other nationalities? Because Europe is a lot of countries with different languages, different histories, different cultures. So when we travel within Europe, we constantly run into moments where we can say "Oh, we don't do/have that in X".

Americans don't experience the same on that level, if you cross into a different state in the US, You are still in the US.

In short, it's cultural.