The US is a paragon of free speech â" not because there is no room for improvement, but because all (certainly most) other societies are worse in this regard.
European countries consider themselves more free than the US, it's just that they have a different concept of what freedom is.
In Europe freedom is seen as a two sided coin. You have negative freedom, that is freedom from interference and limits on your behaviour. That includes freedom of speech. Then you have positive freedom, the freedom to participate in society and to prosper. That includes things like the right to vote, the right to a family life, and the right to education.
In the US you can protest loudly outside someone's home day and night. Some people go and protest at the funerals of soldiers, and good natured bikers have to come and form a line to keep them away. In Europe that kind of thing would clash with a person's freedom to have a private life, i.e. to privately grieve for their loved on at the funeral.
We also see the right to a private life clashing with US company's desire to profile everyone and use their personal data for commercial gain, which Europeans consider to be a massive loss of freedom but Americans consider to be a corporation exercising its free speech rights.