Here in the Netherlands it's not a popular thing to do either, though most people don't mind it, they just would rather not in case someone minds, but they usually don't.

I'm in luck that my commute - both to university and work - includes the train from the Amsterdam airport to the central station, so I'm among tourists all the time there. It generally does seem easier to strike up a conversation with them. But I wonder if that's because they're from a different culture, or just because they're on holiday rather than on their daily commute.