A first stab at explaining *this* is about the level of political control of the state machinery in the US and UK. Continental-style bureaucracies - outside and inside the EU - are less easily mobilised and overridden by governments towards a pressing political priority.
The prudence around approval of Astrazeneca and the second-dose strategy are the most obvious examples (vs. UK).

But also consider: the UK has 1,017 vaccination sites, including tennis clubs, parish halls and leisure centres. Italy has 294: all hospitals.
The EU and European bureaucracies have treated vaccine purchase with the mindset of an accountant, without the political incentives to figure out that securing doses fast had to prioritised over costs.
It didn't take a genius to realise that if you slow down the approval for a vaccine everyone really really wants now, the doses you ordered won't be waiting for you. But that's not just how a technocracy thinks.
Technocrats want to do the things by the book. Politicians need to have results to show, and fast, regardless of how you get there.

But this is just a take. I'm sure there are more factors here.
A politicised state is bad. But technocratic bodies that exist in a vacuum, unable to sense political priorities and without any incentive to respond to public mood, can be just as dangerous.

(Ask Trichet how that worked out for independent central banks.)
This is Giandomenico Majone on the EU's 'disembedded' bureaucracies. An institution like the EMA doesn't have to "read the room", like the MHRA or the FDA.
My impression is that this isn't simply an EU-nation state distinction. Continental institutions like Germany's Bundesgerichtshof or Italy's Corte Costituzionale (not sure about the Conseil d'Etat) also behave similarly.
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