Among the reasons, you can walk and hitchhike from Iraq and Syria to central Europe, but not to the USA; and you have a chance (only a chance) to reach Lampedusa or Pantelleria from Lybia in a dangerously overloaded disposable boat, but not to cross the Atlantic ocean.

Muslims in the USA typically got there by plane, with a visa; this is enough to filter, from the mass of generic Muslims, non-angry respectable middle class people instead of the mostly desperate, very poor and often illegal refugees and immigrants we get in Europe.