It is interesting how the concept of "freedom" exists on different spectrums. For example, the USA is famously permissive when it comes to weapons ownership - it's even possible to legally own a fully automatic machine gun in many areas without a great deal of difficulty. On the other hand, The USA tends to take a rather restrictive view of many sexual freedoms, and many areas still have a very hardline attitude toward marijuana. By contrast, much of Western Europe shrugs at many drugs and hardcore pornography, but makes it difficult to obtain even a basic rifle or handgun.
That's very short sighted of Europeans, in my opinion. In Italy, one of the first things the Fascists did after they took control of the government was to confiscate all fire arms, even those used by peasants for hunting. That's one reason why it took so long for actual resistance against them to materialize, even in areas like mine with a long history of anarchist and communist parties. (Of course, the killing of people like Mateotti, the rounding up of anyone who dared to voice a contrary view and imprisoning them or sending them into exile was a big factor as well.)
In fact, only when the British started dropping arms and ammunition by air did was any kind of armed resistance possible.
In the U.S., the founders had a healthy distrust of centralized governments. Europe has always failed to understand that. Unfortunately that virus is spreading in the U.S. as well.
One of the, in my opinion, outstanding features of the U.S. Constitution is the "balance of powers" between not only the executive, the legislative and the judiciary, but between the federal and the local jurisdictions. All of this, as well, stemmed from a healthy distrust of allowing too much power to accumulate in one place.
I'm not so sure that all of Europe is so much more liberal sexually than the U.S. It also depends how you define "liberal" in terms of sexuality. From my own personal experience in Italy, it's much more open in terms of representations of nudity and sexuality, discussions of sexuality in mixed company, acceptance of its centrality in human life etc. than the U.S. On the other hand, there's less tolerance of homosexuality even today than in the U.S., and there's far less promiscuity, out of wedlock pregnancies etc. among young girls than there is in the U.S. or northern Europe.