I think it’s because most Americans are generally more religious and reverent and less cynical than most Europeans.
Personally, I just think celebrating someone’s death is classless unless they’re Hitler or someone of that sort. McCain is a fool and a terrible war-monger who’s caused lots of suffering, unnecessary loss of life and needless expenditures galore, but I don’t think he’s an evil person so much as I think he has a bad combination of overconfidence and terrible judgment. So I’m not going to wish for his death or celebrate it when it happens. But I’ll definitely be glad he’s no longer around in the political sphere.