That's because Yelp made the strange decision to spend years as a US-only service. I'll never understand why internet companies do that unless there are compelling legal or logistical reasons. In Yelp's case I believe they were using Google Maps from the very beginning, so expansion would have been trivial.
Recently they bought and absorbed Qype, which in the absence of Yelp has been the dominant service in Germany at least. That should give them more of a foothold in Europe.
There are, in fact, compelling legal reasons to not launch products involving user generated content for local businesses in other countries. At a bare minimum, your liability for libelous reviews is different in each country and dealing with that alone is a logistical nightmare. Quite a few other reasons as well, but that's a start.
I'm in America. I don't know anyone who uses it and I never hear anyone mention it, either. I tried it a couple of times and it's maybe 5% more useful than Google Maps?