Thats not an entirely fair comparison because GDP/capita is different, and the base assumption would be that millionaires/capita increases with GDP.
That assumption appears to hold in general (Luxembourg and Switzerland have higher GDP and significantly higher millionaire percentages than the US), but there are a LOT of exceptions, like Ireland/Norway (way less millionaires than you would expect from GDP).
This is very interesting, I would not have expected to see such significant differences between countries...
From what I can tell the millionaire discrepancy existed in 2010 as well when the per capita GDPs between Germany/France/UK and the US were fairly close. The gini index for the US is much higher so it's not surprising that there's more millionaires per capita. And a lot more poor people per capita as well (once you account for the US's weaker standard for what constitutes poverty).