You can complain about societal values but you cannot change them, as you have no leverage or influence on them at their scale. You can choose where to live though. Live where your values align with those of others. If I want to live in a Mad Max hyper individualist environment where I can max comp and economic success while not caring about those around me, I can choose to be in the US. If I want to live more collectively around people who sacrifice some ideas of what Americans believe to be freedom (firearms, speech in your examples) for the collective good and harm reduction, I can choose to be in Europe. When you ask why, the answer is straightforward: your experience is a function of political governance and what each electorate has collectively chosen. If you want to look at the data, it tells the objective story with regards to outcomes of political governance choices.

No disparagement intended, this is a rationalist opinion and mental model. My intent is not to be unkind or dismissive, it is to communicate "Live where you will be happy based on your mental model and belief systems under the assumption that you have no ability to change the system you exist in during a human time horizon."

(part time resident of both the US and Europe, high empathy and a desire to leave the world a better place through collective action even at the diminishment of self, so I lean towards Europe)