Technically, Tokyo, Hong-Kong, Shanghai, Shenzhen, Taipei, are NOT in South East Asia.
They are in Asia, which hosts 60% of the world's current human population.
Having 60% of the world's population seems like a valid reason to have a good proportion of the skyscrapers.
That being said, the small number of skyscrapers in Europe can not be denied. In many European cities (like Paris), construction of skyscrapers is forbidden or limited to particular places in the city periphery, in an attempt to preserve landscape.
Wikipedia says the Tour Montparnasse has been "often criticised for being out of place in Paris's urban landscape and, as a result, two years after its completion, the construction of skyscrapers in the city centre was banned."