you cant compare states in the US with real countries in Europe. thats two different things. the US is a single country, while in Europe there are different countries with different languages and cultures. and besides, states of america arent shown on a world map anyway, so if you want to learn them you have to get a political map of USA (i also can name and find on a map 35-40 of the states in the US, btw). the equivalent of naming (or finding on a map, whatever) states in the US would be naming the federal states in Germany. Italy, Spain etc...
on a Europe map, i can name all countries (+ their capital cities). on a world map the same. i think i only wouldnt know some of Oceania's or 1-2 Central America's countries. thats basic geography.