Every sport does have them, but not every sport has them as deeply entrenched into the heart of the game, and not every sport has them discussed during the game on TV.
No American sports fans don't enjoy subtleties in whichever sport they follow. In the football, baseball and basketball fan communities most of the fans don't give a damn about the subtleties at all, as is shown quite clearly by the coverage. The commentators aren't gonna talk about thing the fans aren't interested in, they aren't talking about the subtle aspects of these games for a reason. Watch a soccer game and listen to how much the commentator talks about subtle body position changes and how it effect the play and the game as a whole, then watch a football game and listen to that. It'll tell you everything you need to know about why soccer isn't popular, what's important to soccer isn't interesting to your average American sports fan.
I do watch football, and the commentators do discuss the subtleties and the strategies. In fact, I quite often tape the Redskins game and re-watch it later on Sunday night to go back and watch for these things which are easy to miss with kids running around, etc.
The same is true with baseball. Earl Weaver, the former manager of the Baltimore Orioles, wrote an entire book about the decisions he made during one average game years ago. Every pitch is different depending on whether its a 3-1 count or a 3-2 count, fielders are shaded constantly one way or another, etc. And any decent commentator is going to tell you more than you'll ever remember about each move.
Soccer is not special or unique in this regard. In fact, with its lack of structured plays, I would argue that it lacks much of the strategy required to be successful in football.