There are some economics of scale that work best at the country level.

Even with the EU single market, mobile phone operations almost always follow country borders. You'll get a different set of providers in Germany than you'll get one km away on the other side of the Rhine in France. Even though some of them may have the same name or the same ultimate owner or both, and even though you can roam on the other side of the border, you'll have a contract with a different entity, and different people will build and maintain the networking equipment.

Conversely, in the US, the major carriers all have nationwide coverage.