This is hardly an original idea, but I think it's because Japanese girls can't read Western guys. The guys come in, saying all sorts of sweet things to the girl who don't hear it too often, and they believe it. They can't read the players from the guys looking for a serious relationship. So, they feel dumped because they bought into the insincere "affection" when the guy was pulling.
Yeah, I don't think American girls are particularly jealous. I'd say the Japanese girls I've known have been more insecure and jealous.