I wouldn't necessarily go that way: a case in point might be China, who many would characterize as "over-performing" many of the more just societies (like the ones in most of the modern Europe). One could use the same argument for USA vs EU too.

I really prefer to decouple care for the individual and their rights from the economic success: really, this is worth paying a cost for, and I am sure many would agree! (I believe the fact that financial benefit was so closely tied to EU membership was why Brexit happened).

You do bring up religion a few times: it basically is a psychological framework which does support discussing your challenges with "someone" (be it a priest or "God"), but eventually offers one solution to any issue ("God will balance it out, you just persevere").

I obviously simplify things quite a bit: there's a lot of nuances to all of these.