Europe is more highly taxed than the USA, that's true.
In the UK, petrol is very highly taxed - when allowing for the fuel duty & VAT, petrol in the UK is actually amongst the cheapest in the world. UK petrol costs around $1.76 per litre, compared to $0.70 in the USA - a factor of around two and a half times more expensive! No wonder UK cars sell based upon fuel consumption as a major factor.
The taxes go towards, amongst other things, quality health care, education, infrastructure and social security spending. The NHS - although not perfect - is a thing of wonder that retains almost complete support from the British electorate. As has been noted, it's funding through National Insurance payments, which equate to 12% of weekly earnings between £155 and £815. If you earn less than £155 a week, you pay nothing but still benefit from the NHS in exactly the same way as everybody else. Anything over £815 a week is taxed at 2% for National Insurance.
Benefit levels are a lot higher in the UK than the USA. For instance, lose your job & you get redundancy pay. You'll get the mortgage interest paid on your mortgage whilst unemployed, plus generous "tax credits" for the low paid. If you rent, housing benefit will pay your rent if you are a low earner or unemployed. You can earn around £10k per year and not pay any income tax at all. If you are unlucky enough to be disabled, you may receive benefits of up to around £900 per month, depending upon your level of disability. You can swap £50 a week of it for a brand new car, fully insured and serviced, replaced every 3 years. Payments are made to those who care for a disabled person. Child benefit pays around £20 a week to the parents of children under 16 years old, dropping to around £14 for each subsequent child.
It's a different culture compared to the USA, far more socialised and hence more expensive in terms of taxation - although the argument is that the benefit to society as a whole, and potentially every individual, is worth the money.