Maybe the word 'cost' is not the right term, better would be to talk about 'price'. The price is as high as the market will bear, clearly people are used to paying more for data in the USA and as such there is less incentive to bring down prices. The actual cost - as in what it costs to send data from A to B inside a carrier network - does not vary much between countries and can even be higher in some of those countries where retail prices are lower than in the USA.