It comes from the Individualism ideology that Western culture holds dear. Americans just hold it tighter. It can be argued that the cause of this is American capitalism, which has greater focus on measuring success by one's ability to consume (can you afford it, how much can you afford, are you self-reliant, your ability to consume more and better than you did last year).
I'd add on that the expectation in an individualist society like the US is to become independent and move out. Those ideas are used synonymously in a lot of contexts. Someone who hasn't moved out can be seen as lacking independence. Of course that isn't necessarily true, but it's the perception.
For a young person growing up with these ideas as the standard, there can be a certain safety in forgoing that independence. That was my situation for years, where I was financially independent, but moved back home after my roommates moved away. I was in my mid twenties before I moved out for good.