It worth noticing that (specially in aviation and seafaring jargon) Mayday Mayday Mayday! Would mean SOS. Told on voice mode, and then informed the specifics of location, callsign, nature of the situation, the works!
There´s also a difference when it comes to dates; since in the United States and Canada Labour day is celebrated on the first Monday in September. As it was first proposed by a French, those countries didn´t jump to the bandwagon (perhaps not to bring to memory the touchy Haymarket affair/riot).
Or because it was chosen by the Second International, a federation of socialist parties and trade unions at the time.
May Day (1 May) was also an ancient European spring festival, so other reason to that choice.