first of all they do consume a considerable amount , though still less the the u.s.
if you examine food anthropology research findings you will find that there is not always a connection between surroundings and a cultre's "flavor" - meaning it does not have to be very worm for a nation to pick ice cream as it's traditional desert.
one good reason can be New Zealand's quality dairy products, which are in turn the result of a clean environment, year-round grazing on outdoor pasture, a technologically advanced dairy industry, and strict quality and hygiene standards.