You're right. In Europe, Latin America, Central America, Africa and almost in Asia the most important sport is Football (Not Soccer). A game between Boca Juniors and River Plate, Celtic and Rangers, Barcelona-Real Madrid, Real Madrid-Atletico Madrid, Milan-Internazionale, Man U-Liverpool, etc have as espectation or more than the NBA finals (I think more, ).
In Europe the superbowl is a joke. However a UCL final is the best, only surpassed by the final of the world world cup.
There aren't no closed leagues in Europe. We do not like. The system of promotion and relegation is much more exciting. You cannot rebuild like in NBA (for example) and spend one year lossing every matches you play because you go to an inferior league (come on Newcastle!), what is a economical disaster for the club.
The biggest clubs in Europe have to win always no matter what happens, always win.
Yes, It's definitely a cultural issue.

I'm spanish but I think that nowadays Premier League is the best league in Europe, the level of the second-line teams is better than anycountry. Only a few teams like Barcelona, Inter, Juve (Madrid, Milan, Bayern in other years) can compete with them.

For the Man U fans, we would have a circustancial defense in the final, we have problems in aereo. But could Man U have the ball playing against Barcelona, I don't think so. If Man U play a open game may loss as happened to Real Madrid. But if you play back like Chelsea, you'll have more options to win.
I think that Fergusson will put in the starter team Ronaldo (second striker), Rooney (left wing), Tevez (striker) and Park (right wing) (Bervatov is too slow and less combatant then others) forward, in the middle Carrick and Scholes and the usual defense.
Barcelona will play with Valdes, Sylvinho (left back), Pique and Puyol (middle back), Caceres (right back). Toure Yaya front of the defense, Iniesta and Xavi in the middle, and forward Henry (left), Eto'o (centre) and Messi (right).