Ok, so we agree Europe is so much worse for a startup person.
Sure, there are many nice cosmopolitan cities in Europe. If you want to get a few year-long stint doing whatever - not a problem.
What happens once you get children? Are you going to send them to a local school and have them grow up speaking a language you hardly know? If you're Jewish aren't you going to worry about your children getting hurt? If you're an Arab aren't you going to worry about your children being othered? If you're not a Christian, can you fully practice your religion? (i.e. some European countries ban kosher slaughter, there are plans to ban circumcision, burqa bans, Poland just made talking about some parts of the Holocaust illegal). How certain are you an EU citizenship will mean a thing in 10, 20 years? How strong are your property rights? For how long has your European country of choice been a safe, welcoming place?
For some people these aren't big problems, that's okay. For those that do worry about these, they aren't being picky or unreasonable. US is simply a better, safer deal.