He’s comparing one state to one country (Sweden) and then adds that Europe is not small, which is fair, because the caption says that the “European” mind can’t comprehend this. Europe as a continent is about as big as the US, the European Union is less than half of the size of the US and the individual countries are of course way smaller than the US. Since the EU has open borders, I’d say that comparing the US to the EU is fair and EU member states can be compared to US states. For example: France is about as large as Texas, Germany about as large as Montana and Italy is comparable to New Mexico. There’s a lot of movement between EU countries and some people cross borders every day to go to work or do groceries. The highway/road just continues without interruption.

Europe as a continent is meaningless, though, and then you might as well include Asia, as Europe isn’t an actual continent (Eurasia is the worlds largest continent). You could drive all the way to Eastern China if you’d like, but you’d be crossing multiple borders with border control and visa requirements, so that makes it incomparable to driving within the US.