I remember hearing about them a long while back. I would be extremely surprised to see any in the U.S. I don't feel like I am missing anything by NOT seeing one.
It is games like that which make me wonder about the Asian game market/culture in general.
I know Americans have some weird stuff, too.
The finger thing is just creepy. Seems like how here we might do Texas "tittie twister" but over there it is an "enema" when horsing around. Ick! No thanks!
EDIT: Texas tittie twister was popular in Jr. High early 1980's.