I don't have much time to post so this might be vague.
For most people, this simply isn't true. Being a middle class American is far more expensive than being middle class in other countries when things like education and medical insurance are factored in. Norway is not the best example because that's a country with lots of oil and it screws up the comparison. In a previous thread, I compared USA and France. The income tax in France is not much different than US income tax.
It's hard to know what number to use to define an "average" American since the numbers are all over the place. Wiki's page on personal income in the US says the average for all people older than 18 is $24,062. That sounds about right if you have a house with 2 adults. $50,000 per year for a family? Maybe $60,000? We can go with $60,000. The average family has 2 kids. 60k would be about 45,000 euros. In France, the top income tax bracket at that income level would be 14%.
wiki. In the US the top tax bracket would be 15%.
wiki. Now what other differences are there between the French and American families with 2 kids and the same income?
The American family would be paying as much as $10,000 for medical insurance if you wanted really good insurance that covers everything.
The French family pays 0 for medical that covers everything.
The American family would pay about $80,000 to send both kids to state universities. The French family pays almost 0.
Only the top 1-10% of people would do better in the US. The other 90% of people would be better off in France.