Silvaire1
As always it depends were the hour builder takes one of may aircraft how usfull the hour building will be for his future flying, there is no reason why he/she should not fly one of my aircraft to Spain and find exactly the Density altitude and MSA problems that you discribe.
Most of the guys do get out and use the aircraft for long X-C flying and as you would expect practicing the EASA flight test way of navigation. Their aim is to pass the EASA CPL flight test and so the flying is directed towards this, just as my flying practice was aimed in a slightly diferent direction when I was practicing for the FAA CPL/IR.
I have tried to avoid saying that hourbuilding for a pilot seeking an EASA CPL in the USA is not worthwile because some of it clearly is, the problem is that to fly 80 or so hours in the USA and then expect to be able to fly in Europe to CPL test standards is clearly unwise just as it would be for a pilot seeking an FAA CPL who did most of his flying in Europe to think the same.
The aim is for the wannabe to get to and exceed the EASA licence test standard with the least cost. Flying in the mostly in the USA will in most cases not meet that objective.