Part of the American mentality is stuck several centuries ago, when there was no choice but to do everything yourself if you wanted to survive. In Europe, especially after WWII, people realized that civilization has progressed enough to allow the government to offer things to people simply because these people are alive, meaning the people no longer have to worry about certain things, like how they'll pay for healthcare or higher education, that Americans have to worry about. Of course, taxes in Europe are generally much higher than in America, with numbers that would give the average American a hemorrhage, but, having lived in Europe, I personally think it's the better system. For example, I once found myself needing pretty extensive medical care that I got for free. My taxes and the taxes of the rest of the population took care of the bill. I paid nothing out of pocket. Had I been in the United States at the time, I know I'd be paying off that bill for a long, long, long time.
But the American mentality is that it's WRONG to get something you didn't "earn." Europeans say you "earn" these things just by being alive, that every human being has entitlements. American entitlements seem to end at life, liberty, and the pursuit of happiness. Good entitlements, but there's so much more that can be done.