Someone once said that there are only two stories: (1) someone leaves home and (2) a stranger comes to town. The secret is, they're both the same story. Case in point: Daisy Miller. Home is really a foreign concept here. After all, everyone is more or less varying degrees of Other. Giovanelli is foreign to Daisy; Daisy is foreign to Winterbourne; Winterbourne is foreign to everybody. The takeaway? Foreign things are both more alluring and more frightening. Turns out, Henry James was majorly anticipating Bizarre Foods.
Sexuality is the real foreign element in the novel; everything that is strange or otherworldly is immediately considered erotic.
Winterbourne is a man without a country. He's foreign to Europeans, Americans, and even himself.