I mean, even in Dutch we'd call them driehoekje, cirkel, vierkant en kruis.
The word 'cross' is inextricably tied to religion in North America. In Japan, O (maru) and X (batsu) are used to represent correct and incorrect, respectively. Those symbols are not used as such in Canada, and I would bet the rest of North America as well. That which people call a cross is almost ubiquitously referring to a Latin cross. If you tell someone from Canada or the US to look for the cross symbol, they will probably start looking for the equivalent of a lower-case T. Just not used that way here.
So, uh, how did X become "do stuff" and O become "cancel stuff" in western playstation?
By the way, triangle was the cancel button in America before the PS3 (except Metal Gear games and maybe a few others which used the Japanese buttons). As I still do a lot of PS1 gaming, I never got used to the newer way. ---