One reason is VAT. In EU and most VAT countries, my understanding is that you have to advertise INCLUSIVE of VAT. The US does not.
If you strip out the relevant VAT charge, you will be closer. Now the fact that the US has lower sales tax or no sales tax at all (depending on where you live and how you buy), that is what each country/state votes for I suppose.
Now this is not the only one reason. There are a myriad of others, like import duty, business tax and payroll taxes etc. Take for instance the female employee at Canon USA. Canon has relatively no legal obligation towards her if she wanted to go on maternity leave, while the Scandanavian employee has a mandatory 2 years (if I recall correctly). Regardless of who pays for that directly, the money has to come from somewhere.
Then last but not least is volumes and turnover. Not a lot of countries beat the USA on this one. Especially not us here in Canada where bodies are beginning to come on par but not lenses.