Four weeks (20 days) of vacation is an EU-mandated minimum even if some countries give more. Parental leave varies a lot, but the EU minimum is 14 weeks of maternal and 2 weeks of paternal leave. The concept of "five sick days" or whatever other number doesn't exist in the EU, sick leave policy varies by member state but it's never limited to a few days. At-will employment likewise doesn't exist for normal jobs, there's no firing people on a whim because you don't like their work, and there's no place with less than a month's notice.
Healthcare is a bit different as it couldn't apply to a remote US worker, but still worth mentioning. The EU is very non-monolithic in the organization, quality and culture of healthcare, but each country has some kind of universal coverage model and so you cannot lose healthcare access by losing your job.
I live in Denmark at the moment, and if my company wanted to lay me off without cause, they would have to give me three months notice. I have 6 weeks of vacation (with the option to take more unpaid; this 6 weeks is not including public holidays), private health insurance on top of the public health system through my company, pension both public and private, have no practical restrictions on sick leave, and work 37.5 hours a week (much of which can be done remotely). I have not once been asked to, or needed to work overtime, or be on-call unpaid. When I return home from work, unless I have planned to put a few remote hours in (to reduce my time spent at the office that week), I am neither expected nor required to answer emails or messages.
If I do lose my job, I will still receive a significant portion of my salary for a year, thanks to insurance through my union (I work as a software engineer).
Also 3 months of paid time off seems totally unbelievable.
That the EU laws are synchronized is somewhat irrelevant. Most of this isn't about laws, but what companies are offering.
Had it multiple times, AMA. Actually more in real life, once I was laid off start of the calendar month, which I was not expected to work off either. This is regular employees, top managers get 6 months. US engineers thinking they live the top life, not knowing how exploited they are.