It's just that "America First" was a fascist slogan, taken up by the American Nazi party and the KKK.
Across the country, people explained the Klan, “America First” and fascism in terms of each other. If they were trying to explain what Mussolini was up to, they would say, “It's basically ‘America First,’ but in Italy.”
The Klan instantly declared “America First” one of its most prominent slogans. They would march with [it on] banners, they would carry it in parades, they ran advertisements saying they were the only “America First” society. They even claimed to hold the copyright. (That wasn’t true.)
By the 1930s, “America First” stopped being a presidential slogan, and it began to be claimed by extremist, far-right groups and who were self-styled American Fascist groups, like the German American Bund and the Klan. When the America First Committee was formed in 1940, it became a magnet that attracted all of these far-right groups that had already affiliated themselves with the idea.
Europe has had some bad experiences with people like that.
They haven't forgotten.