There's something to this but it's still a slightly dodgy generalization.

A random counter-example from France. If you have a one-person small business (i.e. with a registered business number and the right to invoice), all personal information beyond the name is private by default, it cannot be looked up. The Nordic countries are perhaps closer to the image you're painting. Personal tax information is famously public in Sweden, for example.

But IMO differences are easy to exaggerate. Let's not forget that private phone numbers used to be published in paper directories - with home addresses! - everywhere, including America.