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See, when immigrants leave their home country, their social/cultural development clock stands still at the moment they leave. They arrive here in the US and resist change, and many pass this on to their children in the form of an ethnic identity. On the eastern and western coasts, the port cities stay in contact with the rest of the world and change rapidly. But there's a 'Heartland' full of people whose social and cultural clocks are stopped at, or only slowly running forward from, southern Britain of 1640 to Calabria and Galicia of 1920, plus some number from the feudal/agrarian southern Vietnam of 1975, the semicolonial agrarian Cuba of 1959, and so on.
I'm only exaggerating slightly. Polycultural/polyracial countries with low levels of real integration and colonial histories are simply not the paragons of social progress. Monocultural/monoracial First World countries tend to be the frontrunners...until they run into problems coping with immigrants and nonnative cultures on their own soil, e.g. the Netherlands recently.
I'm not so convinced that other countries are as done with guns, capital punishment, and organized religion as you imply. My farming relatives in backwoods rural Western Europe rather exactly resemble Red State archetypes- they're pious traditional Christians, hardcore theists, believe in a Devil, are Creationist/anti-Evolution, anti-abortion, anti-gay, clearly racist, pretty xenophobic, anti-Muslim, say certain kinds of criminals deserve to be killed, and like guns. They're just not convinced that they're a majority or persuaded they should dominate their country or Europe- the last attempt by their kind (generically) to do so ended with 2/3 of Europe destroyed in 1945. Their worldview has been dying as generations born prior to the 1950s die out. But there are still a lot of them there, not real visible but e.g. voting for Jean Marie Le Pen in France and the like everywhere else.
So, stepping back a little bit, the U.S. simply has the most complicated and messy society worldwide to bring into Modernity, and it does it in a painfully complicated and painfully messy way. Then again, this also means our full solutions tend correspondingly to be comprehensive and close to universally relevant. We do wash and air our dirty laundry in public, that's a running esthetic difficulty- but it also means that no argument is left untried, no objection or misinterpretation is left unspoken, nor any oblique relevant truth not articulated even if it often gets delivered in the form of a seemingly straightforward lie.
And heavy is the head that bears the crown of 'world leadership'. Americans have not been very comfortable with the concept except for the excuse/escapism/distraction it gave to not deal with the many painful internal issues. In a sense the present conduct of the 'War on Terror' is one such escapism. Conservative Americans are at bottom not actually that fearful of the core 50-100 militant Islamists that make up Al Qaeda. Al Qaeda simply represents a larger world of people closing in on them, via globalization and global television and global airplane flight, who they feel only limitedly able to compete with economically, socially, politically, religiously, ethically, creatively, and as physical creatures. Conservative Americans fear Modernity for what it is, and they also fear and loathe the reactionary backlash to Modernity they realize themselves- and Al Qaeda, and the residual Communists worldwide- part of.
All this shall pass in time. It's an older world dying away and a new one trying to be born, and both things involve much pain, so they must be stretched out.
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