Actually, a number of Europeans do. For instance, one of the Catalan names for caraway is comí de Madrid "cumin of Madrid", and some Spanish-speakers call it comino de prado "meadow cumin" (though I believe the names alcaravia and alcarahueya are more common).

But, yes, although German Kümmel is historically derived from Latin cuminum, it normally refers to caraway and cumin is known as Kreuzkümmel ("cross cumin", from the arrangement of the leaves; also Mutterkümmel "mother cumin", weißer Kümmel "white cumin", römischer Kümmel "Roman cumin", or welscher Kümmel "foreign cumin").