Many complicated reasons. The biggest is supply and demand vs. price controls.
With a shortage of medical services in the US, the price has been driven up. Other countries just impose their shortages and have no market to actually drive prices up or down.
What do you mean by "shortage"? I am from the UK and I have observed no shortage. If you really don't want to wait for treatment you're welcome to buy private health insurance, and even if you do this (and still pay for the NHS through some portion of your tax) it will be far less expensive than the average cost of healthcare in the US.
With a shortage of medical services in the US, the price has been driven up. Other countries just impose their shortages and have no market to actually drive prices up or down.