Universal healthcare, for example, might have allowed your mental health issues to be addressed sooner. And even if they were addressed some people just need more time to complete their education. My sister really struggled with college due to her anxiety and depression and a four-year plan just wasn't going to work for her situation. Unfortunately, college is so expensive there is a lot of pressure to finish as soon as possible. Like you, she dropped out. Now she's in the most difficult situation: the burden of the student loans without the benefit of the piece of paper.
That doesn't happen in Europe. The affordability of university in Europe allows people who need a bit more time to figure things out or to work through their own personal struggles to actually complete the program. And even if someone drops out they aren't left with an unmanageable amount of debt that will follow them for the rest of their life.
The "safety nets" in Europe allow young 20-somethings the flexibility to figure things out for themselves without completely screwing up their future financially. I think we really underestimate the value of that flexibility for a young person in the United States.