You want to earn 30-40k euros after a master's degree? Never being able to buy a house in your life because of the low salaries? Be my guest.
I did some research a while ago : the GDP per capita buying power is 15-20% higher in the United States. Which means that EVEN i you take into account the difference in terms of monthly expenses, Americans still have better financial security than Europeans. Why? Because comparatively you can (keyword here: can) earn insanely high salaries depending on what you do. We don't, we simply don't.
Owning 2.1-2.2 million euros is enough to be in the top 1 percent as an individual in France, in the Uk, or in Germany. It takes twice as much to get there as an American (source: Knight Frank).
Yes, life is tough for you guys, but it's just as bad in Europe, if not worse: we're no haven.
I don't know many Americans who would be ok to leave a 60-70k job for a 30-35k job in Europe honestly.