USA and Europe because the shell is made to a different standard for the two markets
I find that very hard to believe. I'm sure Arai make the safest possible helmet they can , their boast is the helmet you buy is exactly the same as Haga's
Bike had a bit of a special on Arai a couple of years back including an interview with the chairman & yes they (and all the other manufacturers) do produce different helmets to meet the requirements of the different testing procedures in Japan, the USA & the EU. It's not really that they're any lower/higher standard it's just that each one tends to put a different emphasis on different things, eg. the EC test is a single impact on each test area whereas the US one is a double impact one, but thats 2 hits of less force than the single EC one. If they had to produce a single shell to pass the combination of all 3 sets of tests then it'd weigh & cost substantially more.
For what it's worth, apparently all Arai sponsored riders get issued with Japanese market lids.