To understand why there is a difference you first have to first understand how some of the Asian cultures view bedroom, and bed, in particular.
I am a Thai-born Chinese that grew up in Bangkok, with grandparents from Hainan and Shantou, so I can say with some level of certainty about how people from those places view bedroom, and they all shower before bed.
Bedroom, especially bed, is supposed to be the cleanest spot in a house. Most people will not bring food or anything remotely dirty into their bedrooms. They will never eat on their beds, A handful of people won't even touch their beds before they shower. Beds hold some special meaning in those cultures. They aren't just "a thing that you sleep on". There might be some other reasons that are deeply rooted in ancient traditions of beliefs, but those are beyond me. Basically, your bed has to be as clean as possible, no compromise.
Most people will frown in disgust when they hear that someone goes to bed without cleaning up. So it's kinda expected that Chinese people will ask intensely and often about why American people don't shower before bed: to them these Americans are violating something semi-sacred.