Why is the MSX almost non existant in the U.S. ?

In my opinion it was due to protectionism. One of the most curious things about MSX that no one usually mentions is that it was the only Japanese home computer that made it to the West in large numbers. No other Japanese home computer achieved this. Just think about the different character sets available depending on the region they were sold in: Japanese, International, Korean, Arabic and Russian. And even the machines sold in the West had different keyboard layouts depending on the country they were released in (Sony HB-75B, Sony HB-20P, Canon V-20 (FR), Sony HB-F700D,...).

The UK was already saturated with computer brands when the MSX was released in the UK.

You had:
* Sinclair Spectrum, which was really cheap and most people had it in 1984.
* Commodore C64, the "premium" computer, at about the same price of an MSX1, with a pattern table and hardware sprites. Oh, and hardware scrolling, and a great sound chip.
* Amstrad CPC, another UK based z80 based computer. Popular in the UK.
* BBC Micro, which was used in schools.
* Atari, and many other lesser brands.

UK Software companies tried to make games for the MSX, that means that it was already better than many other computers. But the market was already saturated at that point. Also, you probably don't want to be the only kid at school with an MSX.

As I understand, most of them "evolved" to a 16-bit computer after the Spectrum, like the Atari ST and the Amiga. No point of "upgrading" to another 8 bit computer when you could have a 16 bit one.

If the reason is "who came first" then why Spectravideo SVI-3x8 didn't gain too much popularity in US & UK. It appeared before MSX. It has very good specifications that MSX standards built upon it with minor changes. It has very good BASIC. And lastly Spectravideo company is a US company which was established by US citizens. But despite all that it wasn't spreading just like MSX which came later on.
I think the reasin is the same as why Japanese cars spread all over the world in large numbers except in US & UK. And it is the same reason why US administration recently draws red lines against Chinese mobile and computer technologies. US & UK are not playing fare. They spread their products everywhere by every means even by force but they stop others from spreading their products in their markets. If China or any free country do the same, US and the rest of its gangsters will accuse that country as a dictatorship, acting against the free global market treaties.

Spectravideo was an US company just in the legal sense, manufacture and later most of the ownership was by an HK company.
They had their start by selling cheap games for the VCS and then other machines, but they were never really successful, and probably lost a lot of money in the '83 market crash.
They were more successful with their joysticks, especially in Europe.
Their computers came late, if you read the message above yours you'll find out that other machines came 2,3,7!!! years before and having an established market does matter.
Just think about it: What would you buy? The latest product from an unknown maker (well, known for making Joysticks) with NO software support or a more established machine with hundred of software?

As Timmy wrote above:

[Bullshit claims]

I'm pretty sure Japanese cars sell well in both the US and UK, infact up to some years ago they sold better in those markets that the rest of Europe.

Depends on your definition of "marginally successful". Sharp MZ series had also a presence in some European countries.
TRS-80 model 100 (AKA. Kyocera Kyotronic 85, AKA Olivetti M10, AKA NEC PC 8201A) did eclipse any other Japanese machine sold in the West in the early 80's.

Edit: Takamichi, on the Archive.org page containing the magazine, on the 1985/04 edition there's this paragraph that explains why MSX wasn't successful in the UK:

Basically confirm what was told multiple times so far in replies above.