I have lived in three continents (America, Africa and Europe).
Europe (Italy to be specific): pros: Slower pace, no hustle culture, no need for cars, good healthcare available to everyone, no fear of mass shootings or guns (except for Naples and parts of the south due to the Mafia). I was born and raised here but my heritage is African. It is a nice place but wages are low compared to America and opportunities are few if you are a minority. The UK is less racist but it has similar cons
Africa (Nigeria specifically): cost of living is low if you have an American job that allows remote work. depending on which city pase is slower (Abuja, and the south East) or fast (Lagos). Good food, beautiful women, nice beaches and if you are rich you are basically a king....but the infra structure is lacking, security is lacking in certain areas, poor air quality, healthcare system is not good.
America: Best country to make it if you are an immigrant with work ethic who values education. healthcare system is not as equitable as Europe but it is more advanced and the best Doctors are often here. Everything is money, you need a car to go most places, houses can be expensive and cost of living has gone up. But America is the country that gave me a lot of opportunities.
If I was a multi millionaire with numerous options, right now I would probably choose an European country. I do not like the gun culture here, the large amount of under educated and ignorant people, the mass shootings, the hyper polarization. Raising kids in this environment can be stressful. Luckily I live in MA, a very blue state with the best education and healthcare....but the rest of the country outside of some states is pretty unhinged.