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I don't know about Europe, but the Japan/US difference makes sense. Consoles make up a much larger portion of US purchases.

The problem with handhelds in the US is that there's no opportunity to use one. Public transportation isn't terribly popular, and there's a significant video game stigma (a lawyer is not going to ride the subway while playing a DS). Around the house, one might as well play a console. The big advantage of handhelds - portability - is lost on almost every American. Children on road trips are just about the only exception.