The main advantage that flying in Europe offers is the fact that there are so many differences in geography, attitudes and cultures over relatively small distances.
It's this diversity that makes Europe such an interesting place, if a little challenging due to the increased beaurocracy that international borders offer.
If you want to go flying just so you can be at the controls of an aeroplane, the USA is better, but if you want to go flying so you can explore, Europe is unmatchable.
Nothing beats having breakfast in England, lunch in France and dinner in Switzerland!