The size of the country will play a big role. Many European states are densely populated. Germany, for example, has more than 80mln inhabitants while it is smaller than the state of Montana.
You won't have reception everywhere in Montana but just covering major highways and the interstate system in the US adds a lot of network costs. The barriers to enter are huge whereas you can easily provide coverage for a large part of the population in some EU countries.
You can't go by pure density. Imagine if you transported Mexico City into Antartica. It would be sparsely populated, but highly concentrated. Cellar coverage would be easy.
Are rural areas in Sweden dominated by small, fairly dense towns? In America, even small cities are sprawling because of cars. People will live 10 miles outside of a small town of 3000 people.
You won't have reception everywhere in Montana but just covering major highways and the interstate system in the US adds a lot of network costs. The barriers to enter are huge whereas you can easily provide coverage for a large part of the population in some EU countries.