Labor rights and healthcare
USA is a bit unusual compared to other countries regarding its laissez-faire attitude towards labor rights and healthcare. It turns out that the difference is not just in the laws and practices, but it's also reflected in fundamental rights and freedoms.
For example, if I look at the constitution of Latvia (there are probably other examples as well, but I'm looking at this one, and it will suffice to demonstrate a 'proof of concept') then we see things like minimum wage (which, if I understand correctly, USA implemented as federal law just in 2009) as an inalienable constitutional right; "the right to weekly holidays and a paid annual vacation" and "Employed persons have the right to a collective labour agreement, and the right to strike" and "Everyone has the right to social security in old age, for work disability, for unemployment and in other cases as provided by law" aren't just laws granting specific privileges, but fundamental constitutional rights - just as the right to bear arms in USA. If we look at maternity leave, in almost all countries worldwide mothers have a freedom to give birth and take care of their newborn kids while still being paid - the only exceptions are United States, Suriname, Papua New Guinea, and a few island countries in the Pacific Ocean, where not all employed mothers have this freedom.
Then there's the universal healthcare issue - USA has some public healthcare such as Medicare/Medicaid, but it doesn't really have universal healthcare, which is considered a core freedom in many countries and (at least) in Latvia the right to universal basic healthcare is explicitly listed in the constitution; the position of some USA politicians wanting 'small government' that doesn't provide such services could literally be unconstitutional elsewhere.
Privacy is another domain with important policy differences between EU and USA. In USA, there are and can be all kinds of regulations that protect privacy (and a lot of fundamental restrictions on how the state can/can't invade privacy) but in commercial relations between people and corporations, it's essentially treated as some privilege that's subject to contract law.
EU, however, has privacy and personal data as a fundamental right. Articles 7 and 8 of the EU Charter of Fundamental Rights hold privacy as part of core freedoms; and it's treated comparably to your physical freedom - just as you can't sign away your freedom and sell yourself in slavery in some contract because your freedom is an inalienable right, the same applies to privacy, you can't just sign it away in some service contract, the rights still apply. This difference in treatment (privacy as a separate fundamental right/freedom) is the basis for substantially different regulation, such as GDPR.
"Freedom to" instead of "Freedom from"
The abovementioned examples (and various comments below) illustrate a fundamental difference in how the notion of "freedom" can be interpreted. The philosophy predominant in USA generally defines freedom mostly as freedom from interference ("freedom from") and from that perspective USA generally tries to grant all the things that fall under this definition.
However, the community and legislation of some other countries is fundamentally different, and considers certain abilities or entitlements ("freedom to") as core inalienable parts of the definition of "freedom"; and asserts that freedom in this wider definition requires implementing many things (such as the ones above) that USA would not generally consider "freedoms" but EU explicitly does, enumerating them in the charter of human rights.
It's likely also the reason why these things are provided - western countries generally try to provide as much freedoms as is reasonable, but they have a different understanding of what freedom means, so countries do/don't provide for certain rights depending on whether their communities consider these rights as part of "freedom-as-they-understand-it". One community believes in the freedom to own guns without restriction, and another community thinks of it as a restriction on their freedom not to get shot. One community considers the right to paid vacation as a freedom, and the other considers it as a restriction on their freedom to make arbitrary contracts about work. These seem to be not really differences in legislation as much as differences in philosophy and values - different, incompatible, subjective views on what the word "freedom" means.