European countries have far more social structure than the US. People are part of groups (tribes) formed around religion, culture, nationality, language, political ideals, labour, and even football. It is the group, not the individual, that takes care of its members. Members of the group contribute and the leaders decide what happens with the contributions. This model doesn't fit individual compassion, because it would distantiate you from the group ("you (member) think we (the group) are not doing enough!?").
That being said, Christianity was in fact the binding element that provided Western-Europe with its strong social structure that still exists today. It was not so much the Bible or morale that bound them, for most it was in fact the fight against catholic oppression that led to Calvinism and other reformations. Without support or leadership from the Vatican, protestants formed scattered social groups, in which members had to protect and support each other. In doing so they found themselves reinventing the biblical message. To protect the family, social gatherings (sunday prayers), give to the poor (prevent them from stealing), take care of the weak. Again, not as individuals, but as a group.
The US on the other hand, was formed through immigration of people who had little or no social relations with each other. The result was an individualistic society where everyone took care of themselves. However, such a system is not inately human. There is no one to take care of the inevitable unfortunate. The individual compassion that is enabled by the lack of social commitments cannot begin to pay the rent for a single mother, the health care bill of a retiree, or the school books of a poor man's daughter. As economic tides reveal the pain of individualism groups are formed.
Gradually, America is shifting towards a stronger social structure. Middle-America finds refuge for its mediocre economic opportunities in evangelical Christianity, whereas the people along the coast-lines are bounded by progressive politics. The growing schism between these groups is exemplary of the social bonds getting stronger.
This also reveals the dark side of social structure. Deep hatred between different groups. A hatred that far exceeds any individual conflict, a hatred that has led to all of history's atrocities we know so well. Yet, the social bonds are unavoidable. Man is meant to live in a tribe. That is how we evolved.