Have you ever came to think that the metal bands with native language lyrics just don't get much publicity abroad? Maybe I misunderstood you, but it's pretty silly to assume there's no metal bands that write songs in their native languages. Here's some examples of Finnish metal bands:
http://www.myspace.com/nicoleband
http://www.myspace.com/stam1na
http://www.myspace.com/mokomamusic
http://www.myspace.com/rytmihairio
He did say "most metal bands", Jarkko, which I think is valid!
I think it's really a no-brainer... but what I do find interesting, is that many people I know (myself included) feel more comfortable singing in a second language (usually English).
I read an interview with Lacuna Coil once, and they said they write their songs in English because it's easier to express what they have to say in the English language. Might be the same for other languages too.