Perhaps colonialism has something to do with it?
My first notions of "American expat" came from Hemingway and Fitzgerald who lived abroad, but did so as a way to experience other cultures. Stein ended up permanently settled in France, but the feel at least to me, was that they would return to the States with a wider world-view.
The English expat is a bit different it seems. While people like Joyce and Orwell spent time on the Continent, for a lot of the same reasons as the above mentioned Americans, there was also this huge administrative/economic system of Empire. And I think these people "posted" abroad sort of define the classic English concept of the expat. They set about creating almost a separate culture apart from the locals (and in fact in China they had little official zones carved out in many cities). And then things like Hong Kong.
They weren't there particularly to immerse themselves in the culture of the country they lived in - and probably would have quickly corrected you if you had mentioned them as immigrants..