I bet there are a lot of European people still in the WorldPerks program, doing exactly what GermanFFlyer is doing, using a U.S. address. My German-based sister is doing the same thing.
From what I've seen of the KLM program, it's not nearly as generous as WorldPerks. I can't remember how the points relate to flights (I have a feeling Flying Dutchman members get the same amount of points for a Europe flight whether it's a short haul from AMS to Paris or a long one from AMS to Athens).