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Can't really say for sure, since I don't live in neither US nor Europe.
But I feel that it's because America kind of welcomes everyone into becoming american.
You have germans, irish, italians, african descendents, english, and all of them can be part of America since the US is a meltpot made up of immigrants.
The countries in Europe don't have this meltpot thing. Someone that comes from a Middle East country will never really feel french, for example, because he's not part of the people who made France in the past. But he doesn't really feel, let's say, Syrian neither since he never lived in Syria, it just happens that his parents are from there.
