Is it? Such a shock?! They are just different, it’s Macanese Chinese adaption on a Western pastry.
Compared to the Chinese dim sum style egg tart, Macau egg tarts we can see some Portuguese influence, but it is still closer to a Chinese style egg tart. Pastel de nata is sweeter, richer in taste due to the additional ingredients like vanilla and cinnamon, and sugar is added on the custard to have the caramel slightly burnt effect compared to the Chinese style ones that skip these ingredients.
Note that the flaky pastry of Chinese egg tart is made with lard instead of butter. Macau ones, the flaky pastry is made with butter. Compared to Western style pastry, they are less sweet and lighter. The custard uses milk instead of cream, added with egg. Macau style tarts like Lord Stowe is slightly sweeter than the Chinese ones.
You can read this post, many HO members shared their degustation of the egg tarts found in Asia.