I think this is because effectively influencing European politics as a whole (as opposed to individual countries) is much more complicated than the US because of the diversity of languages, cultures and media, but then the EU-level politics will also influence state politics. But also every country has a commissioner in the commission and a vote in the EC, so there are several levels of feedback. Of course many internal and external actors are trying to own or destroy the EU, I just hope they won't be succesful.
In other words, the European welfare systems are actually a great tool of theirs to keep the competition down: if you're taxing the upper-middle-class workers at a ~50% rate, they need to out-earn you 2:1 to build wealth at the same rate.
Because there was an active socialist & communist movement -- with massive trade union support -- on the continent forcing them to.
That is basically non-existent in the US, and very weak and closer to non-existent in Canada. (We only have universal healthcare here because of the actions of the social democratic CCF/NDP in the 60s in Saskatchewan, winning against a doctor's strike and showing the centre-left in the rest of the country that it was possible. At that moment in time. I don't think such a thing could ever be won now. Not against an established insurance industry.)