If there were any appeal to Pocky for Americans, it would just be because it's Japanese. When I was in Japan, I tried some, and I didn't see anything special about it. It seems that the wotaku simply tend to assert the superiority of anything Japanese, even though Pocky isn't much different than the various chocolate covered biscuit themed items you can get in any grocery store. In a country with such good (and relatively inexpencive) snack food (inari was a personal favorite), I don't know why anyone would see something like Pocky as anything special.