European countries have regional differences also...within the same country. In some cases these differences are very big also. Think of Spain where there is still a huge division between provinces and some don't even speak the same language. Think of the UK with Scotland, Wales, England and Northern Ireland. Big regional differences.
It's a matter of scale. Country-level differences are far more significant. I don't think you can compare the cultural differences between someone of the "deep south" and NY, to those of, for instance, Sweden and Italy.