But there are distinct difference. Let me give you some examples:

Western RPGs:
Fallout, Baldur's Gate, Morrowind

Japanese RPGs:
Final Fantasy, Golden Sun, Chrono Trigger, Dragon Quest

Western style RPGs...
Often give the player a lot of control over dialog choices
Tend to feature heavier character creation options (choosing class, race, etc.)
Tend to stick closer to the D&D formula
Are more likely to have heavy open-world/non-linear story/side quests.
Rarely have random battles.
Have a heavier focus on horizontal character progression (you can get better either by leveling up or by branching out and making good character choices)
Are more likely to be found on PC, but are also usually on consoles these days.

Japanese style RPGs...
Tend to have few or no character creation options (you play a set character, you don't make your own).
Tend to have more in-depth characterization of the main character.
Are far more likely to have random battles.
Have a heavier focus on vertical character progression (you get better by leveling up, there are fewer choices while doing so).
Usually aren't published on the PC.

And obviously there are big stylistic and storytelling differences, but those are harder for me to define.