In America you can compensate yourself for this risk by simply getting a job where you are paid a higher salary than the average.
If everyone does that then it just drives the average salary up. In other words, the system can't survive unless there's a strata of people at the bottom who are below average and, by your definition, relying on a government that possibly won't help them.
In Europe as most people rely on the government everyone has an incentive to vote for parties that won't fail those people.
I've struggled with this a lot. Unfortunately, the question "what's the ideal way to run a society?" is a very different one from "where's the ideal place for me to go right now?".
I'm not from America, but moving there as a high-paid, still-young software developer was a reasonable choice for me. I might advise others in my position to do the same. I'd be less likely to tell people "you should run your country more like America".
If everyone does that then it just drives the average salary up. In other words, the system can't survive unless there's a strata of people at the bottom who are below average and, by your definition, relying on a government that possibly won't help them.
In Europe as most people rely on the government everyone has an incentive to vote for parties that won't fail those people.