It's reasonably straightforward au-pairing legally in the US. You just need to be represented by one of the officially sanctioned au pair agencies, and you get a J1 visa.
So I guess they're miffed that girls are trying to cheat the official (rather inflexible IMO) system.
There are huge numbers of American girls in Europe doing a similar thing -- legally and illegally -- and in some countries you'd get the same hard-assed attitude.
In Germany, au pairs don't need a visa at all.
France, being France, they require a work permit (unless you're from CN, NZ or AU).
Spain is easy (just apply to the nearest consulate and it's rubber-stamped) and you can work there for up to two years.
In the UK, it's super-complicated. The UK authorities simply don't want non-EU workers under any circumstances (but what's the point in au-pairing in another English-speaking country?).
However, French and German girls are awesome, so please keep it up and with any luck, more will come here to Spain.
;-)