I think the timeline of Atari 8-bit computers and their success in various countries play a big part in this situation.
The XE Game System was released in 1987. At that time the Atari 8-bit series were relatively successful in the UK and Germany. Many UK software companies supported the A8 computers with a lot of games. In Germany the A8 computers were also relatively succesful as a serious computer. Funny enough, the ST computers had a similar position. In the UK as a games machine and in Germany as a serious machine. This "discussion" between Atari UK and Germany lasted until the introduction of the Falcon. The XEGS was created for the already "succesful" markets.
The 7800 was never successful in Europe, the A8 series was way more popular than the 7800. So that could explain why Atari tried to sqeeze everything out of the A8 series to make a profit in Europe.
The 800XE was introduced in 1987/1988 too. This model was intended to be sold in Eastern Europe (a.o. Poland, Czech Republic) and Germany (succesful A8 market) only. Atari made those machines from everything they still had left. That is why the 800XE uses the mainboard of the 130XE with just 64k. The name was chosen because the name 800XL was much more known than the 65XE or 130XE in Europe. Those 800XE computers were intended to be as cheap as possible, because the Eastern European countries were still under the influence of the Soviet Union. So these people did not have much money to spend. After the fall of the iron curtain (1989) the A8 was very succesful in Poland (which was still a poor country at that time). It was probably one of the most popular home computers in Poland between 1989 and 1992. The XEGS was not popualr in Poland: it was too expensive.
So Atari (Jack Tramiel) researched in which countries he could make the biggest profits and with which model. I think that is not really strange for a commercial company. Just do a google search for the Aldi C64
@johannesmutlu By the way, the "old" games with a sticker are actually new releases of those games. To cut the costs of designing new packaging and new games, Atari decided to rerelease some of their old games and did not want to invest in new packaging. So they used the designs of the old packaging, removed the mention of 400/800 computers, removed the Warner Communications statement and put on a sticker that those games could be played with the XL, XE computers/systems as well. Just take a closer look at those boxes, you will see that they are different to the original boxes.
The name XE Game System was also used in Brazil, but there it was a 65XE with a XC12 datarecorder (probably also specifically made for Brazil). There are more XEGS packages than you mention. For example the keyboard was also sold separately, the lightgun with Bug Hunt was sold separately and there was a big box too with "everything" (console, keyboard, lightgun, controller, games). The XC11 and XC12 data recorders, the XF551 disk-drive, the XM301 modem and other peripherals were sold separately for the XE series.