Well, it's probably not just you, but I can assure you he has plenty of fans here in the US.
He's an equal opportunity satirist, and some of his skits (including singing a butchered national anthem at a Texas rodeo) probably don't sit well with some of the more anal retentive on this board. But check out Ali G's interview of Andy Rooney if you want to see some of the best he has to offer.
I believe I recall the Andy Rooney bit, and that was amusing. I caught part of his "Ali G" movie the other week, and that was what kinda left me scratching my head over what the fuss was all about.