They like western fantasy, but D&D fumbled the ball hard in Japan and their localization and sales are substandard. I don't have figures, but Sandy Petersen, the developer, has said that CoC sells extremely well there and is especially popular amongst the women players for some reason.
screenrant.com
D&D Can't Compete With Call Of Cthulhu In Japan
Call of Cthulhu is more popular than D&D in Japan.