All of the European Apple keyboards show, on the keys themselves, the icon for not just option, but shift, caps lock, command, tab, delete, and return. Check out the different languages they have available.
The Japanese Apple keyboards, like the American ones, don't have any of these icons, so they can commiserate with us.
I really have no clue why they don't do this for the American (and Japanese) keyboards, since it's so ridiculously useful.
The good news is that they seem to sell these keyboards in America now, and "standard shipping" is free, so if you can deal with some of the keys being slightly different (like "return" being double-tall), you can order yourself a nice new Belgian keyboard and sell your old American keyboard on craigslist!