One thing my wife points out here is how "efficient" government is, relatively speaking. We don't think so, but we don't have a point of reference. When we moved here, we went to thhe DMV to get DLs etc. thinking it might take hours, it took less than 30 minutes, done, registered to vote, cancelled in Ohio, new license. She was astonished.
She and her brother owned a small lot of land in France zoned agricultural, but nobody wanted it as such. They tried and tried to get it rezoned residential as it was potentially a pretty decent building lot. After years, nothing, they couldn't get it done.
Crime is another big issue, at least in France. If you own a house, you have to have high walls around it, all of it, and they do. The police are uninterested in property crimes, they treat you like a criminal if you report one. We had a large group of French retirees over to Cincy and some of them we knew visited our house and marveled that we had no fence, and asked how that could be? I looked at the dude and said "Everyone is armed", which was not really true. Go into a suburban area near Paris or Lyon and you'll see what I mean.
Taxes of course are much higher, on nearly everything (not wine). Interstate highways are all toll roads outside a city. Not just income taxes, but there is a VAT around 20% on everything you buy. It's not shown of course, like here. So common ordinary items are pretty expensive, though I will note they tend to wear nicer clothes. She tells me that ordinary functions like dry cleaning is much higher there.
I had friends/coworkers who lived there (Germany, Belgium, England) who were at my level, they lived in much smaller houses and more frugally overall. When they visited us, they said they felt like we owned a mansion.
They are of course many pros to Europe. But my wife does NOT want to move to France, at all, ever. It's a lot of little things.