Define "Europe". I don't think the US was considered less anti-Semitic than other countries in the Anglosphere, but compared to most of continental Europe, the Anglosphere was perceived as less anti-Semitic. Being less anti-Semitic gave Protestants a reason to believe they were more Christian than the Catholics.
I was being facetious, but it is true that Protestant areas weren't quite as anti-Semitic as Catholic areas of Europe. If I must be serious, I'd say that was because their focus was more on anti-Romanism than anti-Semitism. Jews might be undesirable, but they weren't a threat like the Papists were.
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