Because more Americans play the bitcoin gamble then Europeans, and USD is also more widely used outside USA or EU. When most of the money is taken out in USD, then a big part of the EUR market needs to be converted to USD before it's taken out. So the need of conversion rates also cause the higher price
It's fairly simple, there is a lot more trading volume across all the changes in USD than there is in EUR. When there is more trading there is more liquidity, when there's more liquidity the price is more accurately reflected on what the "real" price is.
On that note I'm sure a lot of the volume being generated is pure arbitrage play on the slight price differences (although very difficult). There is no arbitrage play on the Mt Gox exchange simple because you can't withdrawal money out in USD, and even Euro / SEPA transfers are being held lately. One of the main reasons you keep seeing the volume decreasing on the exchange of the months. I mention it would be difficult because unless you are a bank, or have access to be able to convert Euro to USD for less than 1-2%, it's probably not worth trying to do any arbitrage trading on the slight price differences.
