For some reason, not many seem to move to Europe. The traffic seems to be mainly in the other direction. A mystery.
Maybe not so much a mystery: the type of people who like the American system are statistically more likely to be the same type of people who are willing to move for new opportunities, while the type of people who like the European system are more likely to want to stay put.
Language is a big factor: English is the first foreign language taught in European schools (and the mother language of most UK and Irish citizens); Americans are traditionally poor at foreign languages, so are less likely to move to a country where they need to learn one.
Another factor is culture - America is more "welcoming" to ethnic minorities, and is built more or less on top of recent immigrants. European nations have a stronger ethnic identity which is less able or willing to accept new groups.
Really though you can't compare America to Europe in a single generalization - Poland, UK and Spain, to name a few, are completely different places, more so than, say, California and West Virginia. It will be impossible (and undesirable) to achieve the same kind of unity America has, not in this century anyway.
Maybe not so much a mystery: the type of people who like the American system are statistically more likely to be the same type of people who are willing to move for new opportunities, while the type of people who like the European system are more likely to want to stay put.