I guess PewDiePie really is the best example against your statement, since he's not only the most famous Let's Player but also the most famous Youtuber in the world.
Also I can really say that the LP-scene in terms of people creating & watching LP's is really present in many countries.
I'm from Germany and we have a very large and diverse LP-scene with the most famous Youtuber being Gronkh with nearly 4 million subscribers.
Also, as other people in this thread said before, there are many LPers speaking English who are not from the US.
I'd still believe the US has the most LPers and even Youtuber, though. Since the Internet and its culture mostly originated in the US.