From having experience with both, that’s simply untrue.
First, education here is free - technically university is a couple euros if you are rich enough but free-adjacent - at all level. Medical coverage is not tied to your job and covers everything properly including chronic disease, heavy procedure and potential long-term inability to work. Unemployment last two years and fully covers your salary for the first six months.
You will win a lot more in the US if you work in IT because the salaries are incredibly high in the US but for anything else I would stay in Europe. Well, I would even stay in Europe for IT personally because I hate the US culture but that’s another story.