Russia is being belligerent, and a bigger war could break out soon. Depending on your specific demographic, you might be forced to fight it. In addition to higher taxes and lower salaries, most things (like energy) are more expensive than in the US.
I tend to disagree. Compared to my local supermarket in Germany the prices of groceries and other food items were definitely higher when I visited the US.
And let's not forget "free" and universal health care in Europe.
I don't even live in a HCOL US region.