No, we don't have a way to limit lists by country. I'm not sure that the non-US MPGs are that much higher. I just did a quick query and the US average is 51 and the non-US average is 52. I'm just not sure the difference is pronounced enough to make the complication of another filter menu worthwhile.
Fuelly has somewhere over 70% of its users from the US, and with the country flags on listings it's pretty easy to scan and get a sense of any differences. With most models a country list would only filter out a handful of non-US cars. So with those handful in there, I'm not sure it makes enough difference.