>Relatedly, I would say that in the USA, there is the mentality "Our society is the greatest ever made since God created Earth, so if you don't feel happy, the fault is on you: you need to self-improve."
Unjustified self deprecation can lead to dereliction. IMO Americans feel this way because it's appropriate to.
With respect, that's only true if you are a member of certain social/personality classes in America. If you are poor or don't fit into the conservative ideal, then America is often not a great place to live.