Non-US fighters contemporary with the F-35 don't all have HMD, correct. At least not as yet, although I suspect more will by the time Block 3 is operational. (I believe Typhoon is getting a new HMD, and JAS 39E will have one.) On the other hand, IRIS-T is out there with a lot of customers, as is Python 5, and both have their advantages over AIM-9X.
All of which kind of makes my point. How many potential "foes" are actually out there that have 4+ gen fighters? Very few. And against 3rd and 4th gen fighters the F-35 does really well. The F-35 design is a compromise, with priority given to air to ground. The decision to buy F-35 is by definition a compromise of competing requirements. If the buyer's priority is air supremacy against 4+ gen fighters, F-35 is the wrong airplane.
And I ask again, if the buyer's priority is air supremacy against 4+ gen fighters, what aircraft currently in production should they buy?