Strangely, things could change if we pick nations instead of Continents. Europe is my continent and i totally belong to its culture and history ... but if you ask something as "you can choose the nation in which you were born, and you cannot choose your own" i would name England or Canada
Good point. Even splitting things up by country would even things out a bit more as Europe is made up of many more countries than North America is.
I live in Iowa, a state often confused with Ohio and Idaho. Iowa is where corn and very handsome men come from. Ohio is the state Cleveland is in. Idaho is where potatoes come from. Learning these three facts is probably all you need to know about these three states if you live on the US west or east coast.
The thing is... continents are a pretty complex thing. If you go down the geology rabbit hole you get a rather unwieldy and not very intuitive picture. ...but IIRC in none of them the UK is a continent. (And in one the most common ones even Europe isn't btw. Europe being a continent is more of a historical/political thing)
The Queen has decreed it so thus it is so (I have no idea if she has, but I'm sure if someone asked her she would definitely issue a royal decree)