Would you have expected this if countries had the same dgp?
While YNS! and EI generate fake inequality data, here's the real deal:
The gini data (xls) are from the world bank and the income data (xls) are from the penn world tables (oh, that's log income per capita).
Here's the plot for "Europe" ((Europe has been conveniently defined to get the result I wanted... check the third tab on the spreadsheet for details.)) and the US:
