@castiel: I'm a bit late to the party but.....
I think there is a large market of games that do come across as very European. While they have some popularity in the West, stuff from Piranha Bytes (Gothic/Risen franchises), CD PROJEKT Red (Witcher), EYE Divine Cybermancy, all the German style point and click adventure (Book of Unwritten Tales), and S.T.A.L.K.E.R / Day Z / Dead Island are all more oriented to those areas. Something like a Gothic 3 is entirely different from a Morrowind.
It might not seem that way because they verge pretty far into American tastes at times. But those games are much more the thing outside of what you would normally see out of EA type titles (aside from FIFA... definitely a Euro thing.....).
Edit: To be more specific, look at the sensibilities of the world in Witcher 2 or Risen 2 - especially relations between genders (for recent ones). The difficulty and intense focus on survival in STALKER (Chernobyl is a clear reference). Not to mention the art style and setting in the adventure games like Book of Unwritten Tales (Setting is clearly not early America). Or the general complexity and craziness with EYE Divine Cybermancy.