It isn't just streaming either. A month or so ago my housemates and I tried to purchase S1 of Game Of Thrones. It has been on TV here, shown a day after it was aired in the US. However it wasn't available on Netflix, Lovefilm, iTunes or any other digital service we could find. In the end we gasp went to a shop (!!!) and bought it a few days later (mainly due to our shoddy internet connection, and Amazon not having an Ireland presence so shipping takes a while).
Yep and no; it doesn't suck; everyone just downloads them illegally as there is no other viable choice. Waiting for them to come out in EU is not viable; we live in a global, continues contact world; on Facebook people will be talking about the 'latest Game of Thrones' ep and you didn't see it.
Yup, life sucks for movie lovers in Europe.