Most of the nations with more 'freedom' (per Heritage Foundation standards anyhow) than the USA have at least one systemic factor in common. They recognize that there is no true 'freedom' without responsibility - to each other and to society as a whole.

The 'social' in "social democracy" refers to 'society'. A society's ultimate wealth comes from systemic social health, which these nations invest significantly in creating and maintaining. In contrast to the USA, where we neglect or in some cases actively sabotage the systemic health of our society.