Growing up in Australia in the 1960s and 70s my grandparents still spoke of the Old Country. Their grandparents had come out to Australia to make a better life for their families. The women of my family still baked hot Christmas Dinners with plum pudding. meals which were more suited to wintery English weather, than 104 degree summer days with 95% humidity.
The books I read reflected a European world view. Yet, when I looked around I lived in a seaside town surrounded by Australian bush. Our houses were built of fibro on ground cleared last year, or ten years ago. An old building was 50 years old. In Brisbane the oldest building still standing is the Old Windmill (1823, built by convict labour).
What we lacked was history. (I won't get into the Aboriginal culture because the ownership of mythology is a very touchy subject to indigenous people and when I was growing up we were told nothing about indigenous Australians).
I read stories about King Arthur, but I lived in a very young country. I was hungry for anything that had history and beauty and depth to it. I don't know if other European Australians felt this lack. The most exciting thing to me when I finally went to the UK, was to walk where people had walked for hundreds, even thousands of years. I had grown up reading so many stories set in England that I felt like I was coming home.
I think the reason I loved fantasy was because it grew out of European mythology. It has this sense of majestic beauty that comes from shared history. (I loved SF because it asked, what next, and I didn't see anything odd about loving two such opposite concepts. Where we come from is equally as important as where we are going).

As a child, if I could have found a ruin like this one from Ireland, I would have been in heaven.
I am curious. Do people who grew up in the US have this same sense of missing something? (I know the European settlers in the US have a history which is about twice as old as Australia, but compared to Europe, the US is still very young. Again not touching on indigenous people).
Did you grow up with stories of the Old Country? Did you long for something more permanent than shifting sea side sand and fibro beach houses? Did you read books set in Europe so that you felt like a citizen of the world, rather than a citizen of a particular country? Is this shared history something that is more important to writers, than non writers?