If you count about 140 mph as high speed train, Finland (pop. density 17/km^2) and Sweden (22/km^2) seem to be doing just fine. (Those countries also manage to provide pretty comprehensive and cheap 4G coverage (with unmetered data!) and cheap gigabit class fiber internet, but that's another story.)
The reason U.S. is like it is has only to do with path dependency. How things slowly shaped over time. Politics, generic stereotypes and opinions about things. Culture. That's all. U.S. has more than enough population density and wealth to support all those things.