America is not more conservative than comparable countries, it's just that American conservatism is different. We broke away from the British monarchy and what that had entailed (a titled nobility/aristocracy, a dour state church, etc.) and substituted for the
laissez-faire of Protestant religion and of capitalist economics. Those markets, in turn, quickly became institutionalized within the new country, and homegrown American conservatives have jealously guarded those liberties from state intervention.
Which brings up another point - American conservatives, especially since the New Deal, have defined themselves as being the authentic defense of the constitutionally-guaranteed order of economic and religious liberties against government-led social engineering. There's a lot more to say here about how the US Constitution has an inflexible, near-divine status within much of contemporary American conservatism, and how the framework of the Constitution thwarts significant political change, but I don't want to make this post
too long.