What Dell does with their McAfee products is beyond the control of McAfee so my advice is to shop around and go for the best price that you can find. In a free market prices are governed to quite an extent by competition so you will see wide variances from country to country and from supplier to supplier.
Prices are generally lower in the US because there is such a huge market involved and competition is pretty stiff. In Europe the cost of doing business is much higher for whatever reason and is reflected in the prices of goods and services.
If you want to shop online directly with McAfee there is nothing stopping you dealing with the US website (or any other location for that matter), however it will all be in English and your updates will always come from the US servers. It's your choice.
If you change sources, uninstall the old product and use the
"MCPR" removal tool then reboot before installing the new one.