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One thing that's interesting about "our" stereotypes of other groups is how malleable they are. Often, we can end up contradictory stereotypes about other groups. A common example in America is there are relatively held beliefs that both Mexicans are lazy and the complete opposite belief, that they're stealing our jobs because they work hard for nothing with no complaint and thereby undercut American workers who would otherwise have those jobs. In the movie, The Believer, there's an absolutely great scene where a Jewish neo-Nazi explains why the Nazis hate the Jews:
Let me put it this way. Do we hate them because they push their way in where they don't belong? Or do we hate them because they're clannish and keep to themselves? Because they're tight with money, or because they flash it around? Because they're Bolsheviks, or because they're capitalists? Because they have the highest IQs, or because they have the most active sex lives? Do you want to know the real reason we hate them? Because we hate them. Because they exist. Because it's an axiom of nature that just as man longs for woman, loves his children, and fears death, he hates Jews. There's no reason. If there were, some smartass kike would try to come up with an argument, try to prove us wrong. And of course that would only make us hate them more. In fact we have all the reasons we need in three simple letters: J-E-W. Jew.
/u/Georgy_K_Zhukov had a good post week about baseball in Japan. One thing he notes is that the changing Western ideas of how baseball would help the Japanese, including note that "There was a not insignificant amount of ironic, not to mention nonsensical, racism in the decision [by the Allies], as they believed that 'American team sports' would help to reeducate the Japanese, unlike the 'individualistic' martial arts they practiced. " Indeed, this is not totally without base, since Georgy also notes that one of the reasons that baseball was popular in Japan initially was that it was often seen as a one-on-one battle between pitcher and batter, in a way somewhat similar to the popular sumo wrestling.
If we pick and choose single notions (such as the Japanese devotion to the emperor), is that collectivist or individualistic? Is that so different from the Nazi devotion to their leadership and the concept of the Führerprincip? Is one quintessentially individualistic Europe and one quintessentially collectivist Asian? The concept of the totalitarian state, for instance, which you associate with collectivist Asian regimes, was of course pioneered win Europe.
There are of course differences. In societies, the concept of "face" y recognized as more intensely important. But this too is a general sisal concept that varies in different places. This concept is widely recognized as being particularly important in East Asian social relations, it doesn't have the same resonance in, say, Indonesia or Bangladesh. England is often given as a European context where "face" is holds a particular important. Even in America, we often talk about losing face and saving face (which is itself a claque from the Chinese expression, but one that has deep resonance in our own Western societies). We also frequently discuss people's "good name" or "honor".
There was once a thriving anthropological debates about guilt societies (where bad feelings about breaching social norms were internally driven--you were disappointed in yourself) and shame societies (where bad feelings about breaching social norms were externally driven--you were disappointed about losing honor/face in the eyes of others). Anthropology has, for better or worse, moved away from those large scale "culture studies" and you won't see any book claiming to explain the "Japanese (or Arab or American) mind" any more. Contemporary anthropologists would tend to argue those studies are "reductionist" because they elide over variation within society (and even questions the idea that there is such a thing as a unified "culture" or "society"). While that's a valid and important critique, it also leaves us without a way of discussing clear differences in norms between societies and social groups. All that said, even in these original studies, many of the "shame" societies were within Europe, especially Southern Europe. Southern Italy, for example, was widely recognized in the 1950's as "shame society" where honor was of huge import. These societies, including Southern European ones, were also often derided as "fatalistic", as opposed to Northern European societies where a Protestant work ethic allowed "men to make their own destinies" (which isn't really what Weber argued in The Protestant Ethic and the Spirit of Capitalism, where his Calvinists were extremely concerned above all about their pre-destined fates, but that's how the idea has been perpetuated in the wider culture).
One last bit is places where people are expected to "sacrifice for the common good." This is the essence of collectivism in some tellings. My dad has a story he often tells about sitting next to a successful Korean man on an airplane who explained that he did things "for Korea", which struck my father as something very foreign to him indeed. And while it is in some ways foreign to contemporary American society, there are still huge collectivist sentiments within our "individualistic" American society. People have been, at various times, extolled the virtues of sacrificing for "God and country" (think for example, of the advice supposedly given to a reluctant bride on her wedding night that one ought to "close your eyes and think of England"). Much of 1930's eugenics, for example, popular both in Europe and America (Nazi eugenics programs were in part inspired by American ones), was about the good of the race/people over the good of individual members of those groups. Indeed, we see similar calls to self-sacrifice wherever we see strong nationalism--Nazi Germany, certainly, but also the nationalism of places like Israel and Turkey. It was an American President, not an East Asian one, that called on his people to "Ask not what your country can do for you, but ask what you can do for your country." While British and American troops might not be asked to commit suicide for their emperor, they would be asked to go on "suicide missions" where they had very little hope of success "for God and country" in the American case and "for King/Queen and country" in the British case (the King/Queen is less emphasized today, but you wouldn't find any Japanese people committing suicide for the emperor today, either).
The Khmer Rouge sought to remake their societies through murder and (to a lesser degree) expulsion, but they were following well-worn European models of making culturally homogenous nation-states. See the expulsion of the Jews across Europe, from the 13th century to the Holocaust. The murder and expulsion of Protestants in France. The marginalization of minority languages in France (see Eugene Weber's famous Peasants into Frenchmen). The expulsion of millions of Germans from Eastern Europe in the 1946-1950 period. The flight and expulsion of Italians from Croatian-majority Istria. The flight and expulsion of Albanians from Greece. The population exchange between Greece and Turkey. The flight, expulsion, and murder of Christians from Eastern Anatolia (commonly called the Armenian Genocide, but not just affecting Armenians). The expulsion Poles from Western Ukraine (they mostly moved into what's now Western Poland, which a decade earlier had been ethnic German majority). Expulsion, murder, and subjugation of the indigenous inhabitants of the New World. We don't tend to see those moves as collectivist, but because we already have in our mind that Cambodia is an East Asian collectivist society, their similar policies become labeled as a "collectivist". We can say a similar thing about authoritarian states--we forget that as recently as the 70's in Europe and 80's in Latin America, there were many, many authoritarian states (Spain, Portugal, Greece, Brazil, Argentina, etc. etc.). It becomes easy to forget them, just as it is easy to forget the thriving Asian democracies: India since 1946, Bangladesh since at least the 90's, Japan since 1946, Taiwan since the 1980's, South Korea since at least the 1980's depending on how you count, Hong Kong since the 80's, Indonesia since the 1990's, Malaysia more or less since the 50's, Singapore since independence in 1965. Political scientist Alfred Stepan has this great article called "Religion, Democracy, and the Twin Tolerations". He argues that democracy can be compatible with all belief systems and there are ample examples of it (he's said the inspiration for this line of research was conversations was Ernest Gellner while they were both at CEU, and Gellner argued that Islam was incompatible with democracy). These days people pay more attention to the Islam and democracy conversation, but one of the most interesting parts of the article is actually the Confucian section. At one point, China argued that democracy was incompatible with Confucian values and the leaders of Japan, South Korea, and Singapore all stood up and said, "That's not true at all."
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I generally agree with /u/yodatsracist, but I'd like to add a few more points to his excellent post. I'm on mobile, mind you, so the quality of the post is probably affected a bit.
By comparison, Western Europe history looks like an exercise in herding cats (Protestantism, competition for global colonialism, etc.)
Let's first examine Protestantism, then global competition.
Protestantism is in essence a revolt against the Church and its policies. We do have, as it so happens, many Chinese scholars who attacked the orthodoxy of their time. Wang Shouren in the 16th century, who attacked the views of the revered philosopher Zhu Xi, is probably the most famous of them, not least because he himself had significant influence on China for the following four centuries (Wang's school of thought also reflected/entailed wider shifts in society). But there were others - Yan Yuan, who vehemently attacked the trend of Chinese philosophy for the past 700 years, is a relatively little-known 17th-century example. Yu Zhengxie, who is if anything even less known, criticized Chinese society's views toward its women to the point that Wikipedia, which is admittedly not the best source, calls him a male feminist. My favorite heretic is probably Li Zhi, who actually identified as a heretic and compared the Confucian classics to vernacular novels (novels were not the most well-regarded genre in China). Li Zhi was persecuted by the state, but the focus of the persecution was his heteropraxis - problematic actions - more than his heterodoxy, which could probably have been tolerated. I believe Heresy and Persecution in Late Ming China is the right article about this. So you could even argue that Ming China was more tolerant of thoughts than states in western Eurasia that did kill for heterodoxy.
Conflicts, well, the Late Imperial Chinese did their fair bit of colonization in the mountains of northern Southeast Asia and later in Taiwan, displacing the native inhabitants. You could also claim Chinese settlement of southern Mongolia and Manchuria in the 18th and 19th centuries as colonization, although that's a stretch. The Chinese state in the 15th century exerted power and influence from East Africa to the Ryukyus, and from Java to Mongolia. So China was a colonialist power to an extent. But honestly, who would China even have to compete with for colonies overseas?
With your "cult of leadership," I don't really see it in South Korea where everyone seems to hate the president. Yes, in traditional Confucian monarchies there are many rituals associated with the reverence of the monarch. But didn't the West have things like royal thaumaturgy? As for North Korea, its society makes very little sense from a traditional Confucian viewpoint.
I'd reverse the question, and ask how Europe lost it. Collective identification & action (faith, village) and deference to authority (lord, king) were fundamental in medieval Europe's social order (though like the "East" it had its rebels and some still yearn for "traditional values" and "strong leadership").
So what changed? The economic foundations, the material and cultural options available to people, geographical and social mobility, and knowledge itself. Much of that happened in the east too, but later and at a time when western expansion was provoking a defensive reaction in defence of tradition or a rallying to authoritarian leadership.
I think though that the question conflates two connected but distinct issues: collectivism vs. individualism, and authoritarianism vs. liberalism: one concerns society's horizontal bonds, the other its vertical ones. The connection is that individualism tends to erode authority, while authoritarian institutions tend to seek to promote a collective sense. But neither association is set in stone.
In terms of the status of leadership in the countries specified, I would go back to the issue of defensive rallying to authority and tradition. There seems an element of this in dynastic Russia, and the authoritarian aspect is still clearer after 1917 even as tradition was being overthrown. The same is true of late Imperial and Republican China, and in Japan from 1868 to 1945. In all three cases the phenomenon of deference has moderated to some extent, though in Japan it took outside intervention to re-mould the constitutional order: even China looks set never to have another Deng, let alone a Mao.
So I'd put it down very much to the history, and fundamentally to the character, timing and wider context of socio-economic change that continues to this day: modernity itself can produce different outcomes depending on the sequence of events.