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There are two kinds of freedom, negative and positive liberty. US has a lot of negative liberties, they dictate little in what you can or cannot do, but is lacking in positive liberty, they don’t support you very well to do what you want to do.
While Europe might have less negative liberty, their generally better social welfare system grants people more positive freedom.
Yes the Bill of Rights are specifically what the government can not do to / take away from you. They are individual rights and liberties.