As someone who lives part-time in Europe (and they can be mostly lumped together because of shared culture and the EU, but I spend significant time in 3 EU countries in addition to living 6 months of the year in a single one) but raised in Canada...
- Europeans have access to better quality food. Good vegetables are the rule as opposed to the exception, commodity meat is better quality and high quality dairy is cheap.
- Europeans walk, a lot. As most towns existed before cars, they're all built for walking. Mixed use neighbourhoods are the rule rather than the exception. Europeans are also far more social and that often means doing physical activities with your friends (I play football and futsal with a group of guys from the village, ages 25-60).
- Europeans do drink a lot, but it's in moderation, if that makes sense. Less binge drinking all at once, more drinks during meals and spread throughout the week. We all know the liver processes alcohol at a specific rate so this is less damaging to health.
- Universal healthcare. Even the EU countries with mixed public/private systems make it universally available. Insurance rates far more reasonable, less strings attached. Unlike in Canada, we have a paediatrician in Europe. We can see a doctor same day without resorting to the ER. Appointments can be made typically next-day, although I've heard of waits that are several days in the city. Versus Canada where we can't even get a family doctor at all and need to go to the ER for anything.
- Stress. 5 weeks vacation. Employee-friendly laws. Active, social lifestyle. Everyday necessities are far more affordable. Rent isn't 60% of the average take-home income (unlike Canada).