Your assumption that there aren't many North American invasive species in Europe doesn't seem to be true, so this is begging the question. The Old World is in fact rife with invasive species from the New World. The list is long, but notable examples include:
The list goes on and on.
Of course, we can ask whether there are more invasive species imported into the Old World than the other direction. This seems to be true, and the reasons appear to be complex. In short, it seems that invasive species tend to come from areas with a long history of competition that has resulted in high genetic diversity. In other words, the invaders are more competitive; the aforementioned grey squirrel is able to outcompete the red squirrel because it's more aggressive, but it's more aggressive specifically because of competition in its area of origin.
I think this isn't really a history question, though. /r/AskScience or /r/AskBiology might be a more suitable place to ask.