Because Western Euros still have a colonialist mentality without even realizing, they unironically believe that their opinions and values are superior to others, this is pretty obvious when you look at how they look at immigrants from the middle east, they never take into consideration the whole culture compatibility aspect because they unironically fully believe that their culture is so superior that the immigrant with the "inferior" culture will just throw out his identity and adopt euro values for no reason. That's why they're so smug and feel the need to preach even tho no one asked them.
Now combine that with the fact that western euros know some English, Consume both negative and positive American media and know more about America politics than they know about their own or the EU's and you get the typical Euro. Ask a European who is the Speaker of the House in the US and then ask who is the President of the European Parliament/Commission/Council and they'll 100% know the first answer while having no idea about the second one. Similar with Aussies and Leafs.
South Americans, Africans, Asians have their own problems and corruption and are self aware, don't really consume American media and they simply don't have a "defender of the free world" mentality and they don't go around and preach about what others should be doing.