Overall taxes in the US are not too much different from taxes in Europe. Why is it that European countries can provide free health care and often quite a few other social benefits that the US cannot afford to provide its citizens?
It is because the US is providing military protection for the majority of the world. Not only does this mean that Americans are paying a lot of extra money so that other people can be protected, but this also means that Europeans get a free service that is fairly expensive. Consequently, European countries can give out a bunch of free social benefits and then convince themselves that they are smarter and better than Americans, because they have figured out how to give out all these social benefits.
The European way is not intrinsically better than the American way. The US is simply handing out a bunch of free stuff (via the military). The benefit the US gets is that it gets to stroke it's ego and talk about how powerful it is. That's a very expensive way to stroke an ego. The cost is basically that we have no public health care. Almost every other country is getting something for free and Americans are paying for it.