Not entirely true, different places have different trade-offs.

France (where I live):
- Super high taxes
+ High quality food at normal price
- Extremely chaotic and dysfunctional bureaucracy
+ Police are not terrorists, no-knock warrants non-existent, no SWATing
- Fuel is super expensive
+ No hidden "gotchya" police speed traps
- Lot of scams in business & little recourse, police do not care
+ No "personal injury actors" trying to sue you and take your house

At current I find it better than the US, but I grew up in Massachusetts, so take that as you will...