Actually we do.

Several European countries have as many or more entrepreneurs than the US. It's just that in Europe it's small self-owned/family businesses, not Facebooks and Theranoses.

"In 2016, about 5.6 million small business employers and 24.8 million non-employers were counted in the United States"

compared to:

"There were estimated to be approximately 24.5 million small and medium-sized enterprises (SMEs) in the European Union in 2017, with the vast majority of these enterprises micro-sized firms which only employed fewer than nine people. A further 1.42 million enterprises were small firms with between 10 and 49 employees and 231 thousand were medium-sized firms that had 50 to 249 employers."