Thomas Frank took a stab at this question:
https://en.wikipedia.org/wiki/What%27s_the_Matter_with_Kansa... Worth a read.
From my perspective, there's no one answer, but I've noticed a handful of things:
* Race - Most democratic socialist countries tend to have more homogeneous populations. The U.S. has sizable African-American and Latino-American minorities, often segregated into their own neighborhoods, and that often informs how the white majority votes -- i.e. things like welfare and prison reform are viewed as handouts to people not like themselves. You might say it's comparable to how perceptions of Greek laziness inform German attitudes towards debt cancellation.
* Geography - The U.S.'s political system grants a disproportionate power to sparsely populated states (e.g. a state like Wyoming has more electoral votes per person than California, and states like Iowa and New Hampshire have a large say in how the presidential primaries turn out). This matters with respect to policies that might be considered urban-centric -- e.g. public transportation.
* Militarism - The U.S. is the only country that regularly projects force halfway around the globe, and it's super expensive. Every dollar spent on bombs is a dollar not spent on healthcare. It's a good question as to why American voters constantly favor military might, but it's not necessarily an irrational choice. Or rather, you could argue that it wasn't an irrational choice during WW2 and the Cold War, but that the development of a military-industrial complex has had lasting effects on American politics.