I would expect because the US is a large country. In general, if you rank something in non-absolute terms, splitting a country up will tend to result in the component parts that rank above the average showing up higher. If you split the US up into states and measure each individually, you’ll probably have some that rank above the US average index score and some that rank below the US average index score.
If one scored Europe as an aggregate, it’d similarly rank below its top two highest-scoring countries.