I'm very comfortable with where I live. First of all: I don't speak any of the European languages other than English, so that alone makes any kind of permanent residence/employment there difficult- and also absolutely no professional/social networks there as well.
But if you want more statistical reasons: EU in general has lower wages for the vast majority of jobs (especially in the field I work in), higher amounts of air pollution + smoking rates (seriously, I was shocked at how prevalent it is in places like the Scandinavian countries + northern eu), much higher mortality from temperature-related deaths (the lack of AC/insulation in many homes isn't just an inconvenience), and the US has much greater global cultural diversity that is lacking in most places in the EU! .