Strictly speaking about the Japanese...
A few things: anime and manga are based somewhat on European and American comic book and animation culture, prominently Disney after the second WW. Japanese art and aesthetics prefer white as a skin color, you can see this on historical prints etc... the characters are meant to be Japanese even if they do no correspond to reality.
Alot of Japans games use a western settings simply because we do the same thing with the Orient. We are exotic to them as a foreign culture. Though a lot of times they also only superficially adopt cool things from our cultures without the necessary background. Just like we do.
A few examples:
Expect christianity to be presented as catholic, because it is flashy and cool. Rarely do they bother with denominations, Jesus, or the fact that nuns are celibate (most nuns are modelled after shrine maidens, mikos who can marry, but hey, christianity!)
blackface characters while nowadays nearly extinct were in use simply because racial sdegregation and slavery had no historical example and thus no real baggage to them. This also applies to most European nations as well.
and alot of other stuff...
Check this out, it has lot of examples:
about Japan
http://tvtropes.org/pmwiki/pmwiki.php/UsefulNotes/Japan about Japanese media
http://tvtropes.org/pmwiki/pmwiki.php/Main/JapaneseMedia