I didn't give any references since I've heard that figure often enough to consider it well-known. (A quick google gives me the somewhat dated http://www.nhtsa.dot.gov/cars/rules/cafe/docs/Summary-Fuel-Economy-Pref-2004.pdf, concluding that European passenger car fuel economy is 47% better than that of the US - sorry about those 3%.)
And you are quite right in that this is in part, but not completely, caused by differences in size. But are you really saying that SUVs are mainly driven off-road? According to studies, they are not. (see Automobile Politics by Pateron). If your big car has actually tasted mud, it should count itself lucky.
I live in the country-side of Sweden, where road salt is illegal for environmental reasons, and we have more than our fair share of snow. Seeing that Americans have ~420% higher death rates in traffic than we do (2.9 per 100,000 in Sweden, 12.3 in the U.S, see http://en.wikipedia.org/wiki/List_of_countries_by_traffic-related_death_rate), I'd say our "european-style" cars are handling it quite nicely, thank you.