Two reasons:
- Culture. The Puritan work ethic is one of the foundations of our culture, and has been since colonial times. Work is righteous and cleansing to the soul. Of course this is nonsensical, but it is baked into the culture. People are brought up hearing that our ancestors pulled themselves up by their bootstraps (itself a nonsensical idea if you think about it), and that when times get tough we should do the same rather than reach out to others for assistance. This idea can be termed rugged individualism.
- Economic uncertainty. The US have a poor social safety net, and about half of all voters consistently vote to strip more and more of it away. I have it pretty good, economically speaking, but I feel like I am only a few months away from losing my house if my wife or I lose our jobs and can’t replace it incomes and our health insurance right away. Also, income inequality is such that there is always someone vastly richer than you to compare yourself to. That drives a lot of people to work harder, even though a lot of the very rich inherited their wealth (seed money at least) and/or the connections needed to grow it.