I'm in the US, and I've never met a Nicola, but I've met many Nicoles. Most of them have gone by Nicky (more often than not spelled Nikki). I prefer Nicola. It's pretty and elegant.
If I had to guess, I'd say Nicola never took off in the US for a couple reasons. 1- Nicky is the main nickname, and people may be burnt out on it. I know I am. 2- People are unsure how to pronounce it and each pronunciation has problems to the American ear. NIC-o-la sounds like "nickel" and ni-COH-uh sounds like "cola."
I think this combination of pronunciation plus nickname issues may be why Michaela, Gabriela, and Daniela marched in as fresher alternatives to Michelle, Gabrielle, and Danielle, but Nicola hasn't gained any ground on Nicole.