Google "Boundless Informant" and "Room 641A." Most of abilites are in the U.S. and more is collected there than in most of the countries. Why? "Becase we can."
Room 641A (and associated points around the US) are a very minor part of the publicly known infrastructure operated by the NSA.
This is a organization that has nuclear submarines (see also SSN-23) outfitted to tap cables and runs intercept stations (Pine Gap, Menwith Hill, etc) around the world positioned for satcom coverage. If you can get most of what you want from a handful of colo rooms in allied countries then why bother with submarines, satcom stations, and satellites that spy on other satellites?
Clearly they feel that the value and scope of information gathered from intercepting communications that take place outside of (and not crossing) allied countries justifies the expense.