Well, we don't really get to connect to "all available roads" either. We're only talking about GSM. Both the US and Europe are mostly CDMA (Verizon here). A phone that connects to all 4 GSM signals, all 3G signals, iDEN towers, all CDMA towers, and all TDMA towers would really be the "lambourgini" you're talking about.
Like I said, we're lucky we can use European phones in the US at all.