It isn't much about "Made in America", it's more about brands.
There's simply more brand-loyalty in Europe, and Sony (not just PS) is a strong brand, because they've always supplied quality products ( great TVs, Stereos, Camera's and such ).
And Microsoft, a software company, sells an electronical device with a fail rate of 33%, damages discs, and is more expensive if you want the full package...
No thanks, we just spend the other 50 Euros to get the quality we're used to.