They can easily add a switch or sensor to the fuel flap, but the screw in cap is a different story because they must use fuel tank vapor pressure and a pressure sensor which is part of the USA closed tank venting system. I wouldn't expect an immediate dash warning of cap unscrewed. They will allow time for fillup at a gas station and after key on. They will probably base the dash warning popup time on the length of time the fuel pump has run to produce a small tank vacuum after after key on. You could test it by keeping the engine running after a trip, then unscrew the fuel cap and I would expect the warning to show? I'm pretty sure the fuel tank closed venting system will be included in vcds diagnostics and there will be a measuring block to read out detected tank pressure. If it measures zero after running when the light comes on, you know there's a tank air leak or bad component somewhere? EU cars are simply vented to atmosphere and should not have that system or dash warning.