As far as I understand, many American Jews eat "cholov hacompanies" (=non-CY) because there is a very good heter for it from the Igros Moshe. However, R'Moshe's heter seems to apply only to dairy products manufactured inside the U.S., since it relies on properties of the oversight system that exist here, but not in other countries. (I, like the author in the link, have been told that even in first-world European countries, his hechsher does not apply.)
If that is true, should(n't) even people who eat Cholov Stam be careful about imported packaged foods? It may be that U.S. regulation only allows the import of foods that meet domestic standards, but I doubt it. And perhaps there are some countries from which the dairy would be acceptable--but surely not all. So why don't people seem worried about this issue in the least? Should they be?