A few reasons:
Marketing (or brainwashing as some have called it, lol). Microsoft just know how to market to American audiences.
The biggest and exclusive games are quitessentially American. Halo and Gears both appeal to US audiences and have an American feel to them. In the UK too, shooters are hugely popular helping 360 to gain traction.
Online multiplayer. They had the best online service at the start of the gen and was helped by games like Halo.
Combine the above with a pack/sheep mentality of consumers and will buy whatevers popular and what everyone else currently has.