You're talking about Europe as if it's one city, like Chicago is. There are upwards of 30 countries on the European continent, a subset of which are in the European Union. They certainly have more than one city between themselves; some even have many cities!
I’ve been to Europe and seen the mass of cars in the down town core and shit parking situation.
I’d say chicago doing is pretty good compared to Europe.
My overall point is despite good mass transit and dense housing, when people can afford it it, many people prefer cars.