These types of statements are always apples to oranges comparisons. They don't include taxes at all levels, or the effect of federal mandates, which in the US are substantial and have the same effect as a tax but aren't counted as such.
Absolutely right. Additionally they do not include that some things we pay on our own, such as 401K or other retirement funding, or our health care deductions, are not counted as "taxes". Europeans pay those items through there taxes, and thus are getting more for their money then we are.