Often in the U.S., houses and businesses are in different parts of the city so that people need to drive to get their groceries or to go to the gym.
European cities like Rome were designed centuries before automobiles, and their roads and neighborhoods were designed to be walkable. So, while Rome is an enormous city with many far-flung suburbs these days, many of the historic sights of the city are all within an easy stroll of each other.
Also, in general, European cities prioritize more integration of business and residential districts. More people live in apartments in the city center, and often buildings will have businesses on the main floor and housing on the floors above. This means that many Europeans don’t do one big weekly grocery haul, but instead stop at their small local grocery store every day or two on their walk home from work.
And when the distances are too long to walk, European are much more likely to invest in public transportation options like subways, buses, and trains to help people get where they need to go without driving. I love that Europe invests in public infrastructure that way – but I still like to walk whenever I can!