You're making the mistake of thinking of Europeans as a whole and comparing it to America.
I've met plenty of Europeans who were incredibly nationalistic from France, Great Britain, Austria, Czech, etc. and they are extremely vocal and proud of their national heritage/identity. They love telling people that they're French, English, Austrian, Czech, etc. but they never claim to be European.
Similarities could be drawn between the individual European countries and US states/regions (Texas is a prime example).
I've met plenty of Europeans who were incredibly nationalistic from France, Great Britain, Austria, Czech, etc. and they are extremely vocal and proud of their national heritage/identity. They love telling people that they're French, English, Austrian, Czech, etc. but they never claim to be European.
Similarities could be drawn between the individual European countries and US states/regions (Texas is a prime example).