Please compare US states to EU states. If we're going to compare US vs. EU or Norway versus Montana, the EU and Scandinavia don't stack up so nicely. Constitutional differences make sociopolitical and cultural comparisons difficult enough.
While it's true that paid maternity leave doesn't exist at the US level, it does exist at the state level. California, population 39 million (versus 26 million for all EU and non-EU Nordic states) offers maternity & paternity leave since circa 2002.
And yes, states with criminal jury trials have traditionally been much harder on crime than Scandinavia. The US population growth rate has been incomparable to Scandinavia's, and the immigrants have by and large not been homogeneous in culture nor orderly. And when you're judged by such peers (as versus the king's nepotistic and political appointments, as in Scandinavia), the judgement can be quite harsh.