That’s not an apples-to-apples comparison. The US is a country, and Europe is a continent containing almost 50 separate countries. And before anyone says “US states are like countries”-the states of the US are no more “like countries” than the states of Germany are
India's states do have different languages, yet I've heard "our states are equivalent to Europe's countries" from Americans repeatedly, while I can't remember ever hearing the Indian equivalent (despite having many Indian colleagues and friends over the years)
Extends to anything really.
Hard to know better when you never left your country. (Majority of Americans don't hold a Passport)