Insulation is key. From what houses I've seen in the US vs Europe, the former are mostly wood-based (or similar material) and thin-walled, whereas Europe's houses are often stone- or concrete-based, thicker walls and/or (at least for newer/refurbished houses) very good insulation.

Combine that with some (more or less) clever thermal management and you need way less for both cooling and warming the house. There's also multiple government programs/incentives to improve housing energy consumption efficiency.