They got mass stabbings, Islamist terrorism, Russian aggression
Yet stay worrying about the US
Both things can be true at once. I'd say all the above is specific to a few countries. For instance, mass stabbings are still not comparable to the the number of mass shootings in the US. In fact the US has a higher homicide rate than every single country in Europe.
Islamic terrorism is still nothing compared to white domestic terrorism in the US. In fact "Islamic terrorism" (which is extremely rare) is pretty much isolated to countries like France due to a high population of Muslims. White domestic terrorism in the US is far mor common.
Russian aggression is a real thing, and obviously a reality for countries in Eastern Europe, but only Ukraine is really experiencing that (for now) and the reason for that is very nuanced. Russia didn't just invade Ukraine out of the blue. In fact, Russia themselves might be complaining about "NATO aggression" and not the other way round.
I'd say that the quality of life of the average citizen in better in Western Europe than the average American. However, if you are rich and wealthy, there are few better countries to enjoy that wealth than the US.