Even within families, square footage available in the average home exceeds that of families in the rest of the world. Europeans have 1/2 the space of average Americans; Africans live in 1/26 the space available to us.
So Americans get used to having room to stretch out. The cultural expectations of the rest of the world is that adults will have to manage their interactions within their family to maintain harmonious relations.
Outside of that family, Americans have space, Europeans do not — lots are much larger in America, allowing a bigger buffer zone between neighbors. So, what your neighbor thinks you should do has less effect on you. Acting independently, and without a whole lot of concern about what the neighbors think, is a noted marker of American culture.
Which is not to say that everyone on this side of the pond thinks this way: there are people in America who really aspire to live in rabbit warrens. But nobody sells downtown properties on the basis of “You’ll share walls with three neighbors”; the pitch is always either convenience or proximity to Where the Action Is.