It has already been mentioned that most things depend on the player's/DM's personality. However, as with most stereotypes, there might be a grain of truth in that statement.
European gamers are definitely not more creative or better able to play narrative games.
Let's compare the most succesful American RPG (D&D) to the most succesful German RPG (The Dark Eye). Both are fantasy heartbreakers, both stand firmly on the rules-heavy side. If you look at the published adventures for both systems you'll soon notice a discrepancy: most D&D adventures, even those that are considered to be top-notch, such as the Banewarrens or Grey Citadel, are dungeon crawls, whereas these days a dungeon crawl seems to be a concept that's all but unheard of in TDE modules.
Sure, there are other games around as well, but statements like that can only be about a trend, anyways. TDE has for the last fifteen years been centered mostly on the role-playing experience, sometimes ridiculously so. Also, the flip side of non-dungeon adventures is that you have to deal with an immense amount of railroading in poorly done modules. And let's face it: good adventures are always the exception. D&D on the other hand does not do a lot to encourage players to leave their dungeons behind. If you look at the official material, fluff is still only around in small amounts, and neither PHB nor DMG give you the tools to turn your dungeon crawl into a role-playing experience.
Which is NOT to say that it can't be done. If you read the excellent story hours on these boards you can see what creative minds can come up with. and D&D does not hinder role-playing experiences, certainly not! I'm only saying that the adventures center around dungeon crawls and thus set a precedent for hack-and-slash games.
Thus it COULD be followed that there MIGHT be a trend among the general RP audience in the states to favor dungeon crawls, as most role-players are not aware of Unisystem, Amber or the en-world message boards, but they know the Return to the Temple of Elemental Evil. The reverse could then be said about German gamers.
Im not saying that it is really is that way, but it wouldn't particulary surprise me, either.
One last foot-note: a good, well DMed dungeon crawl is much more fun than a poorly run narrative game.