This depends on the company, last startup I worked at gave me around 6 weeks of vacation per year not counting holidays. Of course I got paid less than FAANG but still better than Europe even without the equity.
>* Substantially cheaper and yet similar health, dental, and vision coverage
I have heard a lot of people in Europe (UK and Germany) complain about issues with getting health coverage for non life threatening issues unless they also had private insurance. No idea how many companies pay for that in Europe.
>* Less risk/stress associated with job security
My bank account is my job security. I don't think I ever was worried about job loss after a few years of building up savings.