If by "sport" you mean competition, I think you're way off base. The U.S. has nothing like the European grand tours, and most mid-size cities are lucky to have one or two half-day races per year.

I suspect the thing most Europeans don't get about the U.S.A. is its size and scale. IIRC commutes by bicycle in Germany, the Netherlands, France, etc. average 4 km, and that may be round trip. How far is it from your home to the next couple medium size cities, say population 100,000 or more? My commute is 10 miles each way (20 miles or 30 km round trip). The next medium cities from mine are 90 miles (150 km) away. That's a lot of space for long distance rides, and a good reason to enjoy the efficiencies of clothes designed for cycling.