There are certainly qualities to American society which we don't have in Europe, but I think many of the comparisons you pull up here are these kinds are common for Americans to brag about but also quite deeply flawed.
1. Yes, the US has more nature. No doubt. But accessing the countryside is easier for the average European. Even in a densely populated country like the Netherlands I could more easily get into a pleasant country side with forests, lakes, canals etc with just 15-20 minutes of biking. The two places I lived in the US with far more nature offered nothing comparable. You would have to get into car and drive far. Also nothing is around in these areas so you need to pack you bags. In my native Norway there are cabins along the trails where you can stop and eat.
2. Housing is way cheaper in the US for sure, but you also have to consider that American children have far less autonomy than European children and would thus by far more eager to leave. I was surprised when I lived in the US how much parents micromanaged the lives of their children and how much children depended on parents.
3. Unemployment rate is often a pretty flawed metric. You should always look at employment number as well. US ranks quite low:
https://en.wikipedia.org/wiki/List_of_countries_by_employment_rate
Once you look at employment rate you see that low American unemployment rate is a bit of an illusion. It is low because much fewer people register as unemployed. Why do so few Americans register as unemployed? Because the US welfare system is very weak and gives the unemployed very little.
4. Yes American cities can be quite diverse. But so are major European cities as well. You take a picture of New York, you relaly think there is any less diversity in London? Plenty of American cities are not very diverse at all. I know because I lived in several of them. In fact diversity can be very lacking in the US because American society is so segmented. I lived in an American city with quite a number of Mexican-Americans. Yet in daily life I never saw any Mexican-Americans. Why? Because American neighbourhoods tend to be very homogenous. It isn't a melting pot. It is more like a mosaic.
5. University ranking is pretty nonsense. Rating of high school systems is far more rigerous. Universities are more ranked on things like published papers. The fact that a lot of researchers pushing out papers work there doesn't mean the teaching is any good or the facilities for students. I have studied at the same level in the US and in the Netherlands (master). It was cheaper in the Netherlands and quality much higher: Better professors, better facilties and better student environment.
I agree that the US is a leader in research at the university level, but I don't agree that they offer better teaching to their students. I saw a lot of flaws with the US system when I was there. I also disagree on your assesment of the PhD system.
How education is structured around in Europe will vary a lot, but e.g. in the Netherlands where I did my master it was a much better preparation for a PhD than a master in the US. You don't need to roll a master/PhD into one in the Netherlands as the master is already geared towards preparing you for a PhD.
6. Yes, immigrants get integrated better in the US in general but it is also not quite comparable. The US attracts a lot of top talent around the world while Europe takes in a lot of refugees. Who will integrate better? The Indian with a doctorand lawyer as parents or the Syrian refugee with a truck driving father and stay-at-home mom?
Europe is a patchwork of states with lots of odd small languages. People who are attractive on the job market and can pick and choose country will go to the US first as they almost certainly already know English. Why learn say Finnish when you can move straight into a high paying job in Silicon Valley?
Also there is a question of culture/language compatibility. Hispanic culture is far closer to American culture than Middle Eastern where a lot of European immigrants come from.
7. About convenience it is a mixed bag. Depends on what you look at and where you are in Europe. As a parent I find that Europe is often more accomodating than the US, especially Scandianvia. When flying with small children European airlines give much better attention to the needs of your child. I have been on American flights without any kind of changing table. In the US changing a diaper can often only be done in the womens bathroom. For fathers, that is great, not so much for mothers.
Agree that the bathroom situation is kind of bad across a lot of Europe.
Isn't water free in most of Europe? Most of the places I have traveled I am pretty sure you get water for free.