It's easy to make a study that shows that the US has more X than some number of European countries—you just compare the entire US to all European countries and then cherry pick the ones where we do worse. But the US is a big place with a lot of variety in living conditions—even if you just broke down the results by broad geographic region rather than state, you would get dramatically different results than taking the US as a whole. What happens if you compare loneliness in the South with loneliness in Denmark? Or what about loneliness across the entire US with loneliness across the entire EU?
This is the cultural aspect.
I have a lot of friends who went the opposite direction of you, and chose a cheaper but more fulfilling life in Europe.
Instead of making 200k a year in the us, they make modest salaries and rent 100-year-old farmhouse flats that Americans would call a slum. They drive economy cars and spend their ample time socializing or outdoors.
My personal opinion is that Europeans simply place a higher priority on social interaction and incorporate it into their daily lives. Many of them have more modest financial aspirations, and don't expect to ever own a house, vacation property, or boat.
I basically explain this by comparing my life (US of A) to my sisters (EU). My sister makes great money - my sister spends ALL of this great money. she lives paycheck-to-paycheck which in US would mean she is poor, in EU she is living large (just came back from UAE, heading to Kenya in a couple of weeks, January Macedonia and Austria…). I make 789x what she does and put away 60+% - been doing this for 25 years now, almost done with working though
Americans are much lonelier than their European counterparts.
In addition, lifespans in the U.S. are declining even post COVID relative to their European counterparts, largely due to increases in “deaths of despair” (drugs, suicides, etc).
The idea that Americans have a “rich social life” is not true relative to Europeans. Even the church going etc. is for most people forced upon them as opposed to something they want to do, as evidenced by the increasing number of people saying they’re faithless but onto church anyways.
That doesn’t mean that people with rich social lives don’t exist or even that the lack of such a rich social life is a problem for a majority of people.
What it means is that the U.S. broadly isn’t doing as well as Europeans and further things are getting worse.