Not always the case.
Look a SC4, the dlc is up to part 5 in Jap PSN and part 2 in US, EU has gotten zilch. Whats annoying is that the same content is availible on Live in the EU so its not an issue of localisation, since I doubt MS would buy exclusivity on a bunch of costumes for a fighting game for EU only, I can only point my finger at Namco Bandai or SCEE.
My money is on SCEE.