I'm not sure if it is significantly more conservative than other industrialised countries. It has been much tougher territory for socialism than most but that is not exactly the same thing and is not an exclusive feature to the United States (i.e. the history of socialist politics in Canada is primarily one of noble failure). The fact that a large socialist party never established itself (although the SPA came close and maybe could have managed it with competent leadership: alas it had a saint instead) is significant and is unusual and has had important consequences (i.e. on the scope of social welfare policies etc), but is entirely explicable by the unusual structure of the American political system which happens to be wickedly effective at stymieing new political movements and at resisting structural change.
I'd argue that the structural explanation is typically over-emphasized when answering this question. There's something about American sensibilities that was not compatible with the style and the approach of the SPA. I'd also argue that the SPA's inception occurred at an unfortunate time, when racism was arguably at its peak and this racism was being applied against immigrant groups that the SPA relied on. When the SPA succeeded with "native-born Americans", it was in parts of the US that were very homogeneously "native-born". When the SPA succeeded outside of the West, it tended to do so with particular immigrant groups but not others.
This could also be said about Canada though so I'm not sure that it's a satisfactory answer.