the Europeans have different stuff on their cars than US, same with Japan. It's like that for many different brands, not just nissan. Enthusiasts will often times be able to distinguish the different trims, different bumpers, different lights, different wheels etc between the EDM, JDM, and USDM markets.
(in my opinion, we americans always get the ugliest and dumbed down versions imported here )
And specifically to the headlights - in US we have DOT (department of transportation) regulating the headlights which is a US only thing.
vanuatoo, if your Europen headlights do not have proper DOT markings on them then technically they are illegal ive had problems with this in other (modified) cars but on a low-key truck like a Pathfinder i'd be surprised to hear if you had any problems.