There's a reason why college sports are looked as having more passionate fans than major sports, which I think helps answer OP's question broadly. College fans are attached to their school specifically, and those schools will be there whether they're in a top NCAA division or playing against community colleges. It's a fandom that lasts whether their school is "successful" or not, allows fans to engage with their team in many different ways and plays into their personal background.
On the other hand, every team in the NHL, NBA, NFL, etc. is ephemeral. One day an owner could get taxpayer dollars thrown at by another city, have some bad investments they need to get out of, go through a divorce, wake up with a bruised ego even, and then bam - no more major league team within a season. This kind of control also means that everything about a team is also about the owners, not really about the team as an institution or the community that supports the team. Any pro team in the world needs to raise revenue, sure, but major sports franchises specifically need to bring a somewhat respectable amount of money relative to the other teams in the league no matter where they're located because major sports teams literally have no purpose if they're not playing against other major league teams.
So major league teams are laser-focused towards broadening their audience and driving sales at every turn, which makes it very hard to let fans themselves take initiative and express passion outside of what the team owners have sanctioned. Fans themselves aren't going to kill themselves over their teams, either, in a way college fans might because at the end of the day they cheer for franchises, not schools or sports clubs.
Back to Euro soccer fans, their passion isn't always a good thing - it's routine for ultras to incite violence, mob players when they're travelling, sing racist chants and whatnot. There's even a sordid history in some countries of organized fandom being leveraged to recruit militants and commit war crimes. To an extent, that's why major league owners make the fan experience relatively sterile - so people feel comfortable attending games and bringing out the whole family - but the trade off is that there's, well, less emotional investment to go around.