Maybe taxes in California are crater than Croatia, but I would be very surprised if the average tax want much greater in Europe than in the US. Do you have specific places in mind?
I also think fear of police is overblown in the US (maybe I would feel differently if my skin were a different color, but this doesn't appear to have a basis in data), and "freedom from fear of police" isn't really a political freedom (at least in my mind) unless you are referring to police oppressing people for their speech, political affiliations, etc, which clearly is a non-issue in the US. That said, while the odds of being injured or killed by police are many times greater than in Europe, they are still miniscule. It seems analogous to the recently heightened risk of terrorist activity in Europe--many times greater than in the US, but still not a reason to avoid Europe.
I do think Europe is a good value proposition for a lot of people (I've lived there and occasionally consider trying to move back), but I don't think Europeans have more freedom.