Ryu hit the nail; I was talking about the "goodies" market with a friend yesterday. We're probably going to end up like Japan one day, but we're far, very very far from what Japan can make for now. As I said, the HP franchise, for example, is still very far away from what Japan does for its big franchises.
Why? Because the Japaneses buy ALL KIND OF CRAP. And seriously, I don't think that things such as Ultimanias or other books around the game would interest enough people in the Western fandom. If you look at it, only a very small part of the people who actually played FFVII and watched AC/C would buy them.
The Western market is used to have everything told in the original game/DVD etc. It does require effort and investment to go buy those books and read them. Not that we're less intelligent or whatnot; it's that we're not used to make that effort, generally speaking.
We're not used, like the Japaneses, to literally sink under the goodies (books, figurines, plushies, stickers, cardasses, cans of soda, mousepads, cups, pillows, etc, etc). Only a very few merchandising makes its way to the Western fandom and just because a few will buy it doesn't mean that it's viable to sell them here.
As for difficult games, you can't blame them for not wanting to sell them here; right now in Western games, the trend is to make gamers think they're playing a difficult game and that they're OMG so l337 when it's borderline noobish - would they be thrown in some old games, they wouldn't know how to play. Yes, I'm an old gamer who looks sceptically at the gaming industry
That's what the MMORPGs taught me anyway XD