The palate differences are real. I (an American) eat "ethnic" foods regularly: Chinese, Vietnamese, Japanese, Thai, Indian, Hispanic, etc. I generally love ethnic foods. The exception is sweets. There are a few ethnic sweets I've had that I like, but by and large I've found, e.g., Indian and Chinese sweets to be unpleasant. Some of them I find to be nearly unpalatable. Others just taste odd.
I doubt I'm the only person with this experience. Lots of "ethnic" foods have been modified to fit the American palate (see General Tso's Chicken), and exposure to ethnic entrees also does not imply much exposure to ethnic sweets.