Because it's not all about the money. People make mistake by comparing salaries on their own which is not correct, you need to compare what's left of your salary after you've afforded the same level of lifestyle.
You might look at $140k as a lot of money and £40k as very little money but you need to put that into perspective. My salary comes with tax deducted and you have to pay someone to do your taxes for you. That's the first difference and it's quite vocal.
I don't mind and honestly prefer to have 40-50% tax taken away from my salary to enjoy certain social benefits which you would need to pay extra for and there are some things that just aren't in the US, like pension. You don't have pension, you have 401k which is a voluntary savings account basically. Besides the state pension that I will get once I retire (and will continue to receive as long as I'm alive), I also get 5% of my gross salary taken away every month and my employer tops it off with another 5%. If nothing else, at least I'm set when I retire and I don't have to worry if I'll have enough money until the day I die after retirement.
Some countries in Europe, much like the one I come from, have half smaller salaries than the UK and I would still take £20k salary over $140k in US because you can't put a price on a 5min commute to work and letting your children play outside without supervision, going for a walk at 11pm without having to worry that something might happen to you, not having ghettos or "bad areas" in your city, being able to go to a hospital and have a surgery without paying anything, sending your kids to university without paying anything... like I said, to each their own. If you only look at money itself and nothing else then yes, $140k in US is much better.