They sure do, just like there are different states in the US with vastly different attitudes to life and everything.

And yet, you can take an averaged vector of all US states and all European countries and meaningfully compare those. Or extract some things that are common through all Europe as compared through all US.

I had a privilege of living for some time in Italy, Denmark, Spain and Switzerland (I still live in Switzerland). They are all really different, and yet there is something common compared to the US.