Aerodynamics (ever feel your MBZ "press" at speed?).
Tighter body / frame construction.
The latter two are things that create a car that rides "too firm" for most fat American rear-ends.
However, I had a chance to tour Europe by car for a few months last year and I will say that our rutted, potholed, off-camber, expansion-strip-ridden roads here in the US have made the choice of a softly-sprung car ideal for some. On the other side of the pond and in all countries where there are elevated speed limits (or none at all), the highways are kept immaculately finished. It's comfortable to go FAST on those roads - I couldn't imagine driving 120mph on ANY highways here the the SF bay area (well, maybe 280 - but only certain parts). Too uncontrollable...