I guess it's a consequence of how their government is formed. From a political structure standpoint, the US has more in common with the EU than most countries.
I'm simplifying things wildly here, but: most countries are a single indivisible entity, ruled by a central government that makes internal/administrative divisions (regions, states/provinces/shires or whatever the local name happens to be, cities, etc.) based on history, politics and culture. The US, on the other hand, is a federation of 50 states, somewhat loosely bound to each other by some common interests (defense, logistics, economy/currency to name a few), and is built from the bottom to the top instead of top to bottom. This can be easily seen in their legal systems: the same behavior (i.e. smoking weed) can be a serious crime in a town, and completely unremarkable in the neighboring city just because they're in different states. Or how people have to research state laws when moving because, while in your home town the Sheriff enviously helped you load grandpa's antique rifle collection into the U-Haul, the mere sight of it two states over will have a SWAT team blasting your door down.