Changing the world is a great way of making sure your statement is always true: You can define what the world is, and apparently your definition is computers and electronics. Even then, I'd argue that most of the ones you listed just won in existing markets.
If you are looking for immensely wealthy, self made entrepreneurs, they exist. Just from Spain, we have Emilio Botin, who built one of the biggest banks in the world out of nothing, and Amancio Ortega, who owned a single, small store called Zara, and now owns a conglomerate worth 100b: Not quite Amazon, but in the same ballpark.
There's also this company called SAP. I hear they are big and not American.
The difference in number of ultra-wealthy entrepreneurs has little to do with inherited wealth IMO, and I am no fond of inherited wealth. Instead, there are two far better reasons: It's harder to raise capital, and the size of the markets that you can get to without becoming a multilingual, multi jurisdiction company are far smaller. The EU's inroads towards unified regulation are noticeable, but far too slow in comparison to the US.
How big would Amazon be if all it could sell to for the first few years was just Seattle? How do I build a huge social network if you are hard pressed to find more than 80 million people speaking the same language, and people often live very close to their birthplace? How many text advertisers can I find if my search engine is looking at content written in a country of 40m people, instead of 400m?
You might as well ask why there are so few Japanese playing in the NBA.