Its about relationships.
While Pete's right, both owners have integrity in spades, you have to also look at the relationships that have grown out of years of sharing wins/losses/ups/downs. Joy and WDP are almost synonymous now. The players are personal friends of the original WDP cast, making Joy as close to a factory team as WDP have ever had.
Do I think that the Euro teams have a more loyal outlook as regards their sponsors?
I don't know, but I would like to think so. Certainly the 2 teams you mention have made their sponsors very proud indeed, but while these 2 exemplify loyalty and validate your theory, there are surely other Euro teams that don't.