The question is also connected to the health of egg-laying chicken. The commercial chicken and egg industry in the US, as well as the average US consumer, has accepted a certain level of contamination (such as salmonella) in their chickens and have for the most part responded by super-sanitizing the end product (such as pasteurized eggs) rather than addressing the conditions that cause the contamination in the first place. For many people, the idea of not refrigerating eggs just seems to risky.
Which brings us to the cultural component at play. Americans are much more fastidious about their food and have the luxury of easily available refrigeration and the resources to produce the energy to run it. We've grown more accustomed to a germ-free environment and in general can be more sensitive to germs and other tummy-upsetting beasties.
Of course, people who raise their own chickens and have complete quality control over the product from start to finish may feel more comfortable deciding not to refrigerate their eggs. I know that in my case I refrigerate my eggs, despite the fact that I purchase eggs from pasture-raised chickens and have complete trust in the farmer who sells them. I don't feel I have to rush home to get them in the refrigerator, but I still feel a little funny just leaving them out on the counter. Old habits are powerful.