It actually happens in Europe to a degree where Americans get the games slightly cheaper, although I will admit not by much (at least judging from the typical £40 price tag being about £1.50 more than $60). However, I'm still annoyed by typically earlier release dates, exclusive games/content and additional extra pre-order gifts. More so about the typically earlier release dates and exclusive games because we've gotten to a point where there is absolutely no excuse. There's the whole Rock Band joke where it took a year to bring the game from America to Europe, there's Demon's Souls which considering PS3s are region free, you just may as well import yourself instead of a publisher actually doing it (and making a lot of money from it, well, more money than Dynasty Warriors is going to get any time soon, not to name the publisher who would rather keep pushing that series than to release something new and established; there's no risk here!) and there's the Resident Evil: Outbreak thing (although I know it's a little old) where multi-player was exclusive to America and Japan. I'm sure there was a case involving Steam (besides SAW The Game being released on Steam in time for Halloween, Europe got it about a month later if I remember rightly).
I think years ago, I'd just nod and think "fair enough", but with less and less region issues about, it's now about shipping and even then, half the time that's really out the question because of the ability to download the game using things like Steam. The whole point of publishers to, well, publish games. That's transporting the goods to the shops, advertising and creating the discs the games come on (although I may be wrong about the last one). If they fail at even one out of three, just because the location of said shop (even if said shop was in a place that was easy to reach, or if all they have to do is upload it to buy on-line to download), then they've failed at their job personally.