Of course, mentors exist in the West all the time - and without the sempai-kohai stuff.
Personally, it's been my experience that, in the long run, trying to transplant the sempai-kohai stuff out of Japanese culture causes more problems than any benefits you might get out of it.
What do you think is the difference between the Japanese sempai - kohai structure with the western juniors - seniors in school or in companies?
If we look at the traditional western arts, how they are taught and structured then there does not seem to be much difference between Western way and Japanese way.
What kind of problems do you see with the sempai - kohai structure?