Europe or EU? Its similar but different. Europe as a whole and compared to most of regions in the world, yes, totally, especially Western and Northern Europe, a little bit less for South and East. We have good welfare, have decent healthcare, good access to education, including among the top universities in the world, relatively nice places to live in, be it from cultural perspective, or climate, pollution etc.
Work is probably a little bit nicer too. In France at least, and despite the recent destruction, we have workers rights more than in many other places. Taxes are high and life is expensive , but we also have higher salaries and, like I said before, higher standards of life. Food quality typically is incomparable in France with, let's say, Latin America; same for health access or education. On my part, I was able to go back from far to my studies and got supported by Brittany and the French state; I doubt many people in other countries can do that at all, and I think we are very priviledged for that.
That being said, in some countries like France, you don't really have the right to be proud of being French or of your flag without being labelled as "bad". I honestly saw that only in France and seemingly in Germany; whereas everywhere else, flags and identity was everywhere.
Specifically for EU, we get more advantages, yes, but due to our capital rather than being member of EU. Germany probably got more advantages and still slightly do, but France, Italy, Spain, Portugal or Greece to cite only these countries? Damn, I think we should look at some graphe with euro currency, commercial balance etc., to see that EU is bloodsucking them to the benefit of Germany, mostly.
Aditionnally, when it comes to work, cost of life, taxes... EU makes everything worse. Working longer, until 64, 67, maybe 70? EU pushing France to pass the law to get back some of the money France paid to EU (isn't that a joke to be blackmailed to get back your own money?). Electricity costing an arm when you don't depend on gas in France? EU (and Germany) again! Destruction of public services like EDF-GDF and SNCF? EU and its holy "competiton" of course, feeding parasite companies. Taxes getting crazy? Well, EU since you need to pay more for electricity and France is "covering for that"; + crazy printing + throwing away hundred of billions euros to other countries, while not protecting our own economies.
So, while we have many advantages in EU, I'd say that they are mainly because of being European countries with huge capital to start with, because EU is pretty much destroying everything we have. However, when Europeans are complaining for feeling pain, it doesn't make it less important than anywhere else. It can be very painful to see your place getting destroyed by people who hate your nation, and that, I think, is also something some European countries experience more than other countries.