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To be fair to the NFL and MLB they don't tend to call their champions "World Champions", it's the fans, players, media, etc.
When I came to Australia I was amazed at just how much such a minor sport on the world stage dominates Australian sport. The UK (where I'm from) is soccer-mad, but even they don't get 10 pages of daily coverage out of season. Soccer also wouldn't try some of the tactics the AFL use in putting other sports down.