Short answer : because capitalism is a transversal marker and because most countries take for granted that they're capitalists. Why would you need to state that you're capitalistic when you feel like it's the default setting? (so much so that they sometimes don't even realize that they are -- just like you when you write "the US are not so much of a capitalistic country", which is hilarious).
So they focus on other aspects of their ideology: for example, within the world that relies on markets, they feel like their differences come from something else, such as their type of government (republic versus monarchy versus whatever) or within the muslim world they focus on their religious families (are we more sunnites or more hiites or etc.)
I would add that most countries switched to capitalism without realizing it. Capitalism as we know it is the result of moving away from manufactures (think of them as half-baked factories relying on large-scale craftsmanship and royal approval+funding). In countries such as France in happened alongside another big change which was more visible and more easily labelled (such as the Revolution and the institution of democracy as a Republic). It took over a century for people like Marx to pinpoint what actually happened, from a societal pespective; People like Adam Smith had analyzed very early the economical aspect of things but didn't see how much capitalism is intertweened in the philosophy and government system.