I see the comments in this thread being downvoted that point out that Europe (for example) have the same societal issues as the U.S. but don't have the same gun availability.
IMO the biggest problem with the US over Europe is lack of social cohesion, lack of familial cohesion that includes extended families, focus on individualism over community, and lack of social safety nets. These factors have a huge impact on mental well being.
The idea that Europe and the US are very similar other than access to guns just because both are developed western nations is very naive…
California, Illinois and New York have different populations and different issues than Ohio, Texas, and Alabama for example.
And the social issues I pointed out are not state specific. I’d argue it largely applies to the US as a whole.