You cannot base a good argument on two data points. I suggest a 3rd point which I believe is a counterexample to your hypothesis:
Israel has more startups per capita than any country in the world, but has socialized working laws. The legal minimum is 10 (I think), the exact amount for engineers varies from company to company, but it's usually at least 15-18 days of paid vacation per year with some of the bigger employers offering 20-30. We also get 3 months maternity leave, several months of unemployment, etc. Not as good as France or Holland, but much better than the US.
I'd say the approach of the US with regards to anything social can work against risk taking. e.g. Healthcare.
It's much easier to take risks when you have a social safety net.