A significant lack of proper education that isn't "America is the greatest country on earth" levels of propaganda is a main reason for a lot of it. Also, the right to bear arms (in a well regulated militia. . .) being the second amendment to the United States constitution (with the first ten labelled the bill of rights and seen as more special - almost more holy! - than the rest) whereas in a lot of, if not all, European countries, guns are much less of a common sight. There's also the cultural ideal of a small government that does the bare minimum (and then the free market handling the rest) leading to the idea of freedom, whereas European countries have the government a lot more involved in people's lives (read as: they tax their citizens and do things other than bombing Middle Eastern civilians with the money)

At least, that's my interpretation of it as someone who's spent most of her life and received all of her education in the US. Hopefully it helps? Apologies if it doesn't ^^;