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I'd need to see those statistics but there could be a few explanations why that is true. There are a lot of problems with country comparison as there are so many moving parts that causality is very difficult to determine. There are other factors that affect social mobility that aren't at all related to policy. Some countries are naturally richer and more prosperous because they have more resources per capita. Some are because they haven't fought in any wars recently. Mobility in a place like Norway is going to be higher because that's just a rich country to begin with and people are more likely to be born with a head start than a country like America which has more immigrants who have longer to travel through the income brackets from the first.
The other thing is that many socialist countries that ARE prospering in the present are saddling the next generations with massive debt. Yeah if you run the national credit card to its max, people today will get to go to school and have free healthcare and have a better chance of success in life, but is this sustainable? Time will tell.
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