Geneon USA went out of business a few years back, and since then Geneon has been kind of quiet on the North American front. As I also just read about how they're refusing to sell the license to a North America distributor, it's a little troubling. To my understanding, American companies negotiate with Japanese companies for the rights to distribute the Japanese products in America. A lot of Japanese companies have strong ties with specific American companies (in manga, for instance, Hakusensha has ties with Viz, Square-Enix has ties with Yen Press, and Kodansha has ties with Del-Rey). Generally speaking, Japanese companies don't sell their licenses to other North American companies if they can help it.

The odd-series-out usually happen because the anime doesn't fit with a North American company's image or venue. So occasionally you'll see a Japanese company with a tie to, for example, Funimation sell a license to Sentai Filmwork or NIS America if the title is gorier or more risque than Funimation is comfortable distributing at the time.

The games don't really have anything to do with any company so much as the American market. There isn't a wide audience for eroge or even visual novels in general in America. So Type-Moon and other visual novel/eroge companies don't really have any incentive to try bringing their wares to America. That said, there isn't anything illegal about buying a copy from Japan and then downloading a fan-patch for it. Some Japanese companies expressly forbid it, in which case the fan translation groups stop working/distributing their translation patches. The companies for Yosuga no Sora and Hakuouki, respectively, issued cease-and-desist orders to the fan groups translating their works, both of whom stopped production on their patches.

So legally (that I know of), there's nothing stopping you from purchasing a Japanese copy of Fate/Stay Night and installing a fan-patch for it. A fan group released a full translation patch for the game a few years ago, though getting a Japanese game to run on an American PC can take some tweaking. There are plenty of guides on the internet on how to do it easily, if you do a quick search.

As for Fate/ZERO being licensed in America, I can only hope.