In Europe, France and Romania are different countries, so you don't have "Romanian Europeans" living in France. "African American" isn't solely about skin color, but also about a shared history, migration path, acculturation, and regional population concentration. It's as much a valid "sub-nationality" of American as "Midwestern" or "Californian".
Remember, America and the EU are on the same order of magnitude in terms of total population and land area. If we didn't have terms for differentiating Americans from each-other, it would be like Europeans having no term to distinguish a Pole from a Spaniard.
Remember, America and the EU are on the same order of magnitude in terms of total population and land area. If we didn't have terms for differentiating Americans from each-other, it would be like Europeans having no term to distinguish a Pole from a Spaniard.