all taxes have to be included in prices
It's the government's fault that U.S. companies don't do that, not companies'. Most countries have a single unified tax structure. A store can set a price, and advertise that price inclusive of taxes nationwide.
The U.S. is an amalgam of tax-governing bodies. The States can set their own sales tax. The counties can set their own sales tax. The cities can set their own sales tax. Consequently, the sales tax rate differs, sometimes from city to city. A store sets a price and advertises that price + taxes, it's correct for one locale, incorrect everywhere else. The only way to advertise a "correct" price is without taxes. Not because the price varies or because they're trying to hide the final price from you, but because the tax rate varies.
There are currently close to 10,000 different sales tax rates in the U.S. With more states trying to impose sales tax on Internet purchases, it's actually becoming a barrier to entry for small businesses trying to start up Internet sales. The sales tax rates can change at any time if some local governing body decides to change it, so you have to either watch daily for new tax rate changes, or hire someone to do it for you (but you still have to pay if they make a mistake). Amazon tried to harmonize sales taxes in the U.S. because of this, but the States were more interested in casting it as "protecting brick and mortar stores from unfair Internet competition" than addressing the real problem.
The best solution (other than a harmonized sales tax) would be if the Federal government set up a website listing the ~10,000 different tax rates, and forced states and local governments to update their entry in the site before a sales tax rate was "official". Businesses could then just download all the different tax rates every night and be sure they're charging the correct sales tax.
and if you buy something you have all kinds of rights (two week period to send stuff back/cancel contracts
That's the case for nearly everything in the U.S. too. In fact most shops have 30-90 day return policies.
two year warranty on physical items and such) that cannot be taken away by ToSs.
Warranties are just insurance policies. Just because the law forces companies to provide them to everyone does not mean they're free. Their cost is rolled into the price of the item you're buying.
In general, insurance is not worth it (otherwise someone wouldn't be selling it to you). It makes sense to insure items whose prices are so high it'd be difficult for you to replace (e.g. cars, houses, maybe appliances depending on your income level). But for items costing a few hundreds of dollars or less, you actually save money by just replacing the things which break rather than taking out an insurance policy/requiring a warranty for them. This is why larger companies and organizations self-insure rather than buying insurance for things like mailed packages and fleet cars. You'll notice the more expensive items like large appliances and cars already come with multi-year warranties exceeding what's required by EU law. That's because being an insurance policy on something that's difficult for the buyer to afford to replace, it's additional profit for the manufacturer to provide the 5- or 10-year warranty and raise the price accordingly.
The one place warranties do help is setting a baseline for product durability. i.e. It weeds out products which are so shabbily made it'll break after a few months. The cost of providing warranty service is so high the manufacturer goes back and redesigns the product to be more durable. At least usually that's how it works. Sometimes it doesn't (e.g. hard drives, where manufacturers can refurbish enough drives returned under warranty to replace new drives which fail during their warranty period). But overall, very few products I've encountered are that shabbily made (in fact the only one I can think of was a portable DVD player made by a company which went bankrupt anyway a few months later, so I would've been out the warranty even if I'd bought it in the EU).