For one, going to the hospital and getting treated for COVID in a country like Sweden isn't going to economically bankrupt you like it would here.
Knowing you have that safety net in some European countries allows populations there to feel a bit more free to take risks.
Believe it or not, some people aren't afraid of COVID-19, but are more afraid of what happens if they have to go to the hospital for a week and they're uninsured. It's sad, but it's a reality. In addition to getting older family members sick, and potentially putting that burden on them too.
Also, most countries in Europe don't have a buffoon talking out of his ass leading the country. There will be spikes, just as scientists have predicted the second wave coming.
We also don't know the severity of our own covid numbers since Trump admin shifted the bean counting responsibilities from the CDC to HHS.