It’s (nominally) a union of states after all
The US is over 2 times larger by land.
Population is about a quarter smaller. Still, Massachusetts has more people than Denmark, New York has the same as Romania, California has more people than Poland.
Our original founding documents cite "these united states", interestingly and very tellingly "these", not "the." States are their own entities, and you'd find many to have very different cultures and laws — probably the same level of variance you'd find in the EU.
Also, for better or for worse it helps that almost everyone speaks English everywhere.
But European countries are much more different from one another than the States are. I think it's actually quite a challenge to doing business there - growing into another country means you have to appeal to a very different culture, deal with different laws, speak a different language.
The US states have their differences but there's a reason they're part of the same nation.