The design of the physical environment is in no small part responsible for this. Don't believe me go to Europe and Japan where kids are still allowed to walk and bike to school, to friends places and just in general play and exist outside unattended to a much higher degree than in the US. Because in the US they would be roadkill, and even if they somehow survived outside of a car, car centric design means there's now…
You're also putting Europe on a pedestal. In many urban areas (where the majority of the population lives) it's no longer safe for kids to walk + bike to school freely. Not necessarily because of cars but significant crime.
I live in Europe and I see groups of kids hanging out by themselves all the time in many, many major cities across the continent.