Our expectation in this case stems from knowledge that Europeans lived in Europe long before they moved to America, and probably from a generally fuzzy picture of the world outside of Europe.
Your history class probably didn't dwell very long on it, but most of countries on the map today are the products of European colonialism. The vast majority of African countries were given independence post-WWII, as well as many nations in southern Asia, like Israel, India, Pakistan, and Vietnam. Many Eurasian countries received independence after the breakup of the USSR/fall of communism, like Bosnia and the Czech Republic, or came into being as part of the breakup of the Austro-Hungarian and Turkic Empires in the late 1800s/early 1900s. Most of Latin America became independent of Spain and Portugal sometime in the 1800s, well after the US's founding in 1776.
A few European countries, like England, have been basically autonomously sovereign for centuries (since William the Conqueror in 1066, I suppose.) Other European countries, like Italy and Germany, actually did not exist until the late 1800s. Other polities, like the Italian city states, the Holy Roman Empire, the Frankish empires, Prussia, etc., ruled areas which did not exactly translate, territorially or legislatively, into modern states.
We can quibble over what exactly is a "country", and when they come into existence, but as far as independent polities which continuously control a piece of territory, America is one of the oldest.
History did not look like today.