Citizens of European Union countries can freely live and work in any EU country. Is this not more attractive than immigrating to the US?

Would be to a lot of people, sure. 

I lived in 6 European countries before immigrating to the United States. There are certainly some nice spots in the EU, such as Geneva, Monaco, the Cote d'Azure, and Tuscany, but none of these places can compare to where I live now in the United States. In addition, I pay less than half for gasoline, considerably lower taxes, and have a ton more freedom, among them being able to carry a concealed firearm in case someone tries to rob me. Europe is great for a 2-week vacation, but that's about it.

sounds like it but maybe some people dont like living there

America's basically the same thing, if the EU could they would just dissolve governments and be one country with states similar to American states, but they know people would get really mad so they're putting it off for now but they won't quit even though nobody wants it, America is a disaster and laughing stock nobody wants to emulate that