There are plenty of "regular" cars with 4x4, and mini SUVs. There's even a little Fiat Panda 4x4. Just because the US market is dominated by large SUVs and trucks doesn't mean that there's something inherent about that.
Small 4x4 cars tend to cost way to much for what they provide (that transmission and two differentials take place!) and again, clearance under the car is very important to not get stuck (which can happen one-two weeks)
