When I lived in Germany I wanted to do some volunteer work and read up on the possibilities. A local explained to me, "Offering to volunteer at the library or a school sounds as strange to a German as someone in the US offering to volunteer with street sweeping, or with the IRS. That's the job of the government. That's what taxes are for."
Christians, people who lean right, etc tend to give to social welfare organizations like the Salvation Army, Goodwill, foodbanks, etc. Basically groups that help out individuals.
Atheists, people who lean left, etc tend to give to artistic or societal organizations like a symphony, Greenpeace, etc.
I think the reasoning for this is simple. People on the right believe it is up to individuals to solve these problems and don't want the government involved. People on the left believe it is the government's role to solve these problems so they address their interests elsewhere.
http://www.washingtonpost.com/blogs/wonkblog/wp/2012/10/21/s...
which I favored as opposed to the various studies that show Liberals tend to give less often and in smaller amounts of both time and money: http://www.huffingtonpost.com/2013/08/19/giving-back-_n_3781... and http://www.nationalreview.com/home-front/357562/which-politi...
Whereas an American might donate to a food bank, homeless shelter, disaster relief, etc., a European might consider those activities the proper role of government and expect their (higher) taxes to go towards remedying the situation.
So, it might be that all industrialized nations share the belief that we should take care of our fellow man, help the needy, etc. Some believe it should be mandated and codified in the laws and policies of a nation; others believe it should be optional and driven by individuals.