In most of the US this is not true. Air quality in Europe is significantly worse than in the US, in general. This is form my anecdotal experience, but you can also see it in online sources
We have to thank Europeans' genius idea to subsidize/force diesel engines on people's cars. Each diesel car pollutes as much as a bus, and half of cars are diesel! We saves 0.001 of CO2 emissions for the next decades, but we got pollution and cancer and deaths instead.