I'd guess that most of the middle class have not been on a recent vacation to Europe, if they ever have.

Vacation is different than than permanently living there. In many ways there are more freedoms in the US, easier to own property, lower taxes, better economic outlook. Of course all of this depends on which county you're talking about since they are vastly different.

Immigration requirements are often strictest in the best areas, and often exclude those who would most benefit from stronger social support systems.