What would you change if you could? The EU already offers freedom of movement to EU citizens. Of course the US being a country instead of a connection of countries offers a more streamlined experience and surely the shared language plays a huge role too. But when I want to come up with examples such as a Greek person having completely different retirement, health care and legal schemes in Sweden compared to Greece, it seems the US is not so dissimilar there either given that states sometimes have very different approaches to health care, taxes, labor laws, etc.
Mostly stuff you can't really change. Like, the cultural difference between Sweden and Greece is _way_ bigger than between California and Virginia. You've got the language barrier too. This isn't gonna be fixed, maybe ever, but will continue to cause friction.