The tax rates are comparable between the US and many EU countries, all things included. Yes, your sales tax is much lower than the usual 20% (for some things, often lower for essentials) VAT; your income tax might be lower in some cases, but when most people in the EU talk about "taxes" and "tax rates", healthcare plan costs are included in that, as well as pensions. When Americans talk about "taxes" and "tax rates", your premiums, deductibles and etc. aren't, and it's up to each individual to save money for retirement. According to some online sources the median tax rate is comparable between the the US and the OECD median for Europe.

And you also have non-insignificant property taxes.