People seem to rely on the govt to provide things rather than have some agencies fill niches that aren't filled by the govt (for example I saw signs like don't help homeless people, the govt is helping them).
I'm from an Asian country, we don't have much tax, we don't rely on the govt for anything (we can't), and we have many NGOs.
Most (but not all!) Europeans consider NGOs to be undemocratic, whereas the government is (theoretically at least) under democratic control.
Europeans identify more with nationality than ethnicity. For example, someone from Czech Republic moving to France is considered French. In North America I think they would be considered Czech-French. In Asia they would be considered to be a Czech expat living in France. Our ethnicity matters a lot.
But at what point would you stop doing so? I'm Dutch yet can trace back my ancestry to the 16th century in Belgium and northern France, what ethnicity do I have? And some have an even longer and more dispersed pedigree.
Also, you gave the example of French but what is now called France was made up from a large variety of ethnicities. Being French then is not defined as being a particular ethnicity but as belonging to the French Republic. It's a cultural thing that matters a lot to them.