I'm biased as well, being American. I think I'd much rather be middle class in Europe than the USA as well. Middle class in the US is a constant feeling of the ladder dissolving just beneath you.
If you're middle class in America and you'd like to be middle class in Europe, you can just do that.
Get off Facebook and get on Wikipedia.
Or go visit there.
Even in rich cities, it felt like I was in the lower middle class area in my suburban area.