I'm not saying he doesn't say it, I'm saying I haven't ever heard him say it. I've only seen Bowling for Columbine and Farhenheit 911, so I have no idea what he has or hasn't said in his other work. If he does say it in America, good for him. If he doesn't, then I suspect the whole thing is just a way for him to kiss other countries asses.
And I'm not talking about just hinting to it.. if he can say it straight forward in Europe he can say it straight forward in America.