But of course, in reality you have a bunch of other costs that VAT aren't charged on, and a number of essential goods such as most food are zero rated, and a number of additional goods are charged at reduced rates.
Last time I did the maths for myself (earning well beyond average), despite the headline VAT rate for the UK of 20%, I paid less than 4% of my salary towards VAT.
Overall my tax level was comparable to e.g. California (and if factoring in health insurance etc., California would have been much more expensive if I wanted to ensure equivalent coverage). Your mileage will vary depending on what you spend your money on.
Now, if you spend a lot of your income on gasoline, you have a point - it will drive up the taxes you pay a lot. And also, there certainly are US states that would be cheaper.
But a comparison like that is pretty meaningless without factoring in cost of living and salary levels as well.