I guess Americans are used to getting a clear ending in the gangster movies - Michael steps in charge of the family business, Tony Montana gets killed, Henry and the rest of the goodfellas convicted. Probably this could be partly the reason.
However, the final of Pusher is not abrupt at all - you can expect that this would eventually happen - Vic leaves Frank for good. During the whole movie he has been refusing to let her get close to him, he has been totally cold, he has been treating her with a minimum respect, insulting her by calling her a whore etc. So the final wasn't abrupt or confusing or anything like this - it was matter of time. Because, you know, a movie it's not all about what you see, but what it says - so as the sequences roll one after another, a whole moral story is unfold and it actually came to an end at exactly the right time.
Another reason, I suppose, is that Americans are used to observing a stylized gangsters - the expensive suits, the expensive cribs, the expensive clubs. However in Europe the gangster movies are much more realistic - the characters are dressed in tracksuits, they wear cheap and fake jewellery and hang out in beer-stinking bars.
No, no, sorry, mate, I didn't mean to be offensive - I really love American movies, even more than the European, I just tried to explain that in my opinion the US way of making gangster movies is really different and the audience that is not used to Refn's way could be kind of confused or exasperated. : ]
"Us Americans are a bunch of rubes, incapable of appreciating the nuances that non-Americans can."