On the contrary! The overall tax burden of many European may be lower than that of the US when you compare like for like. That is, the cost of all taxes in Europe and the cost of all taxes and the fees paid for equivalent services in the US.

For most people, that's taxes in Europe vs taxes + health insurance premiums in the US.

Even if the combined totals are equivalent or higher in Europe, government-provided healthcare provides cost predictability that doesn't exist in the US. One year I might pay a much lower amount in the US, while the next year a single medical procedure could easily double my expenses.