From my personal feeling:
US culture is more on the extraverted side (i.e. a lot of people want/need shallow conversation instead of shutting their mouth, except if they have something important to say) than what is common in many European countries.
Thus, people who are more on the introvert side have a harder time in the USA than in many European countries, I guess.
Also, for various reason the whole "self-improvement industrial complex" is much less prevalent in European countries than in the USA.
Relatedly, I would say that in the USA, there is the mentality "Our society is the greatest ever made since God created Earth, so if you don't feel happy, the fault is on you: you need to self-improve."
On the other hand, in many European countries, the mentality is rather like "The society [note that I didn't write "our" - there is barely any sense of belonging] is a corrupt, messed-up shithole. Yes, there exist those smooth talkers who tell you that you need to self-improve (e.g. social skills), but do you know what: those just want to make money from the mess you are in, and/or are telling you the things that those in power want you to brainwash with. So, instead of wasting time and money to get yourself a brainwashing to make yourself 'socially adapted', better invest this energy into exposing all these assholes in power who are responsible for the whole mess. Since there are so many people who also have this kind of hate, you will easily find friends this way, and thus become more socially skilled." :-)
Unjustified self deprecation can lead to dereliction. IMO Americans feel this way because it's appropriate to.
If I were to guess why that is it's because our society is a little different. In Denmark (and other western European countries) part of our general education is what we call "almen dannelse". I haven't been capable of finding an English term for it, but it amounts to social and cultural literacy. I guess you could call it something like renaissance man/woman or polymath, but that wouldn't quite be right, maybe a lighter version of that? Anyway, it leaves most people capable of talking about a broad range of things, it also usually involves a lot of practice that isn't competetive.
On top of this we have another thing called "forenings danmark" which is basically where you participate in things that interest you in the form of tiny NGO's (club?) that are partly funded by the government. Even if you suck at the "almen dannelse" part of it, you're very likely to have been part of a "club" of some sort. I know that America has sports clubs, scouts and so on, but I imagine they work a little different than they do here. Partly because everything here is run by the members of the clubs themselves but also because it's not just the "activity" but also a lot of social events related to it. Basically you can say that there is a very high level of participation, and all of it is social. When I was a child I played water polo in the local sports NGO and I went to "computer club" which was run by some voulanteers at the local youth club. When I was young I'd argue that almost every 8-15 year old boy was part of some form of sports team, usually football (soccer). These days there are a lot more options, especially on the "nerdy" side, with roleplaying clubs that run specialised children events every thursday etc.
It's also much more socially acceptable to suck at small talk here in Scandinavia. To put it plain, we want value in our conversations and nobody really cares to shoot-the-shit. Not that the ability to small talk doesn't make your social life easier, but we don't have a whole lot of the "how are you doing" without expecting an actual answer going on. Because why would we? Chances are that if you're asked how you're doing and you answer "fine", then that won't even be accepted because people asked because they knew you weren't doing fine.
That being said, I think social ability is still a struggle for a lot of people here as it is anywhere. I do think that it is usually more so because of anxity or similar, rather than people never having had any practice. There are a lot of initatives (again usually tiny NGO type things) where neurodiverse people can meet up and be social together.