Looks like there are some cheaper areas here: https://www.koopwoningen.nl/nieuws/487:de-20-duurste-en-goed...
Now, compared to cheap places in the US, the house price is still somewhat high. But cheap areas in the US, you often have to live in a detached house, as apartments are often very uncommon, or even non-existent, whereas in the Netherlands multi-family housing is much more common(1). And in the US, cheap places you almost always need to own a car, which is inherently expensive, whereas in the Netherlands you can get by with just walking and biking. Plus, the safety net means that even if you're poor as shit, you're taken care of for things like healthcare, to a greater extent than the US.
1 - Looking at the example of Delfzijl, you can rent an okay-sized 1br apartment for ~600 EUR/month: https://www.iamexpat.nl/housing/rentals/delfzijl/apartment
Factoring in extremely low transportation costs, that makes for a pretty damn cheap lifestyle.
The reason you don't is that cheap places in rich countries are usually cheap for a reason.