Let's put this in perspective: Finland's population is around 5.5 million people. That's somewhere between the populations of South Carolina and Minnesota.
Get a grip people -- The United States is not even remotely equivalent to Finland in terms of demographics and population. Find a nice U.S. State that doles out great Parental benefits, and move.
If all of America paid the same %-taxes as Finnish people do the system would absolutely work. It isn't magic. It's just that your country has decided, over a number of years, that health-care should be covered by insurance, and employment, rather than taxes.
If your politicians want to make a change, and get the appropriate votes, you absolutely could do the same thing as is done here.
Reading thru the comments, it sounds like New Jersey has great parental benefits, but you will be sharing them with a few more million people than Denmark, so ymmv.
It comes down to this: you sound like a complete idiot comparing social programs of these small Countries to <any> large Country. Stop.