A large number of Americans generally seem to grow up with a main character complex thanks to all the individualist & jingoist propaganda people get bombarded with over there.
The search for something "exotic" as you put it is just an ego-driven search for the piece of evidence that they are, in fact, more special and unique than everyone else.
This would make sense if Steam didn't exist and is arguably the most consumer friendly of the storefronts
And if people weren't increasingly choosing to not shop in brick & mortar stores anyway. The big high street game retailer in my country has mostly transitioned to being a nerd-culture merch shop rather than somewhere that actually stocks any games other than the Sims, CoD or EAFC.