The only disadvantage of europe could be that the wages are lower but it is normal. In europe they don't give your salary and leave you alone. You don't need thousands to live better life because there is social state. Health is free, education is free, you get money for every child yoi have. A lot of social benefits that removes the need of US level salaries. Maybe people from outside just compare the numbers and say ok in the us they pay more let me go there, but the reality is different. IMHO in europe you have a safer future even you see less in your bank statement.
Those are all good points but there is one more important point, language. Almost all European countries have their own languages, you cannot fully integrate unless you know the language of the country.
Integrating into US is easier since most skilled immigrants are good with English. Personally speaking language was was one of the important criteria when I made the decision to move to Australia from India.