The average cost per person is more in the US (quite a bit more), but as with all statistics the devil is in the details. In a public system like Canada, while the average cost for health care per person is lower, if you make above average income you are paying more than average in taxes, and hence more for (everyone else's) health care. Combine that with a far lower average income across the whole country than even the poorest US states, and the relative impact on you can actually be far higher. In my case my effective tax rate was about 45%, which meant I was paying 4-6x average taxes, most of which went to health care. I haven't lived in European countries, but it's virtually certain to be a similar story.
Our incomes are far higher too. Health care in the US isn't perfect, but public systems aren't either. The flaws of private health care seem to be a favorite target by people who are biased against the US.
Because we pay less tax for other things; for example, making post-secondary education affordable. Our taxpayer-funded system for healthcare-over-65 costs us more than Germany's taxpayer-funded system for healthcare-over-0.