I envy you lucky Canadian. In the EU it's much worse and if you were to live in Eastern Europe you'd probably cry yourself to death, judging by how you're crying about your current conditions. I'll give you a hint how to notice the differences. Take an average EU country and compare how much people are earning there and what are the prices in stores.
Take Germany for instance, which is a pretty good economy and a rich country. Wages are similar to what you have in Canada, but max income tax is 42%! There's also vat, but in Canada it can be as low as 5% in some provinces, in some it's up to 15%. In Germany it's 19%! Go to one of the poorer EU member countries and you'll see it's much worse there. You need to travel a bit to understand how easy your life is.