It's nothing to do with the "late comer" America : Read this from Wikipedia or get a copy of Norman Davies' Europe book. See this map also :
http://upload.wikimedia.org/wikipedia/commons/0/05/Herodotus_World_Map.jpg
The use of the term "Europe" has developed gradually throughout history.[9][10] In antiquity, the Greek historian Herodotus mentioned that the world had been divided by unknown persons into three parts, Europe, Asia, and Libya (Africa), with the Nile and the River Phasis forming their boundariesthough he also states that some considered the River Don, rather than the Phasis, as the boundary between Europe and Asia.[11] Europe's eastern frontier was defined in the 1st century by geographer Strabo at the River Don.[12] The Book of Jubilees described the continents as the lands given by Noah to his three sons; Europe was defined as stretching from the Pillars of Hercules at the Strait of Gibraltar, separating it from North Africa, to the Don, separating it from Asia.[13]
A cultural definition of Europe as the lands of Latin Christendom coalesced in the 8th century, signifying the new cultural condominium created through the confluence of Germanic traditions and Christian-Latin culture, defined partly in contrast with Byzantium and Islam, and limited to northern Iberia, the British Isles, France, Christianized western Germany, the Alpine regions and northern and central Italy.[14] The concept is one of the lasting legacies of the Carolingian Renaissance: "Europa" often figures in the letters of Charlemagne's court scholar, Alcuin.[15] This divisionas much cultural as geographicalwas used until the Late Middle Ages, when it was challenged by the Age of Discovery.[16][17][why?] The problem of redefining Europe was finally resolved in 1730 when, instead of waterways, the Swedish geographer and cartographer von Strahlenberg proposed the Ural Mountains as the most significant eastern boundary, a suggestion that found favour in Russia and throughout Europe.[18]