Well, there is that whole "freedom from oppressive government" and "rugged individualism" thing upon which this country was founded. There is still a vestigal memory of that in the nation's collective consciousness, with the exception, of course, of the "America exists to serve me" crowd.
Then there's the fact that most of us don't want to be Europe. If we wanted to be Europe, we would have never left there to begin with. If you want European Socialism, or even tinpot Latin American Socialism for that matter, haul your asses in that direction and leave the achievers and freedom lover's alone.
As Samuel Adams stated so eloquently:
If ye love wealth greater than liberty, the tranquility of servitude greater than the animating contest for freedom, go home from us in peace. We seek not your counsel, nor your arms. Crouch down and lick the hand that feeds you; May your chains set lightly upon you, and may posterity forget that ye were our countrymen.