Prepare to be much worse financially. You will earn less, pay higher taxes (as percentage) and will feel much poorer. Cars, especially nice ones, are much more expensive (in absolute numbers, not only as percentage of income) to buy and own. Petrol is several times the US price. Rents are higher in most cities (at least compared to income). Maybe only SV is worse compared to Europe. All tech gadgets are more expensiv…
If you're single with no dependents and you're healthy (and don't get an expensive sickness), then I would mostly agree US is better financially.
If, on the other hand, you have kids, and/or some sort of health condition, it becomes pretty much a wash, or in favor of (some) European countries.
Those higher European taxes pay for things that you pay out of pocket in the US. If you're not using those type of services, then you're financially better off in the US.