The actual cost of gas is actually about the same in US and other western countries, with the major difference being that in almost every other country you pay

The actual cost of gas is actually about the same in US and other western countries, with the major difference being that in almost every other country you pay a hefty extra tax on gas on top of that cost - above and beyond usual sales taxes, often more than the actual gas cost - as means of reducing emissions and/or funding roads. So yes, US has cheaper gas at the pump, but it's not because of market efficiency but because of the differences of government policy to encourage/discourage gas consumption.