Didn't most of the European Americans immigrate in the late 19th century? And didn't most of them marry within their own nationality in the first generation if not in the second as well?
Yes, and there is still a degree of non-assimilation, like New York and the southwest, but in general, even if an American nowadays is 100% Italian, and his great great grandparents came from Italy, he most certainly only speaks English, has never been to Italy, and is for the most part fully integrated. The point about ancestry that I made refers to modern day America, which is really a melting pot. For example, you could be named Jensen, but only be 1/4 Danish. This sort of "name-being-the-only-remnant-of-previous-nationality" is more common in America than Europe, because of different social climes and historical events. This wasn't entirely the case until the mid-1900s, but the percentage of monolingual English speakers, especially if you take out the more recent (past 20-30 years) wave of immigration, is telling. In contrast to this, Jewish and other minority communities in Europe (especially central and eastern, hotbeds for nationalism) maintained Yiddish/Hebrew/other for social purposes for centuries, while in America Hebrew is mostly ceremonial, like Latin.
All you really need to have rabid nationalism is a well integrated public arena (i.e. media used by the whole nation) and a set of common values that is deemed to be important by the populace.
You don't have to belong to some clearly defined ethnic group or anything like that.
But it certainly does help. Would imperial nationalism have worked so well if there wasn't a notion of white superiority? Would Nazi Germany and Fascist Italy have worked if they didn't believe in the superiority of their races? Same goes for imperial Japan and the Chinese/Korean/Southeast Asian, etc. America's modern day "nationalism" or "patriotism" is mostly based around values like freedom and democracy, which aren't as detrimental. Of course, we are in 2 foreign wars...
However, even if this nationalism is bad, it still isn't like all Americans are rabid for the blood of some non-democratic country.
You want to call the development from authoritarianism to liberalism in France or Germany "gradual" as well?
Yes, gradual in that these places had an organized, centralized government for a long time before they became liberal democracies. If you count Prussia and the HRE as predecessors to Germany, their history stretches back at least 200 eventful years before some sort of democracy (Weimar Republic). Sure, there were tumultuous times like 1848, 7 Years War, 30 Years War, and WWI, but I mean gradual in that it took a long time for it to happen. France is similar - you can stretch their history back to the 700s/800s with the Carolingian, and about 1000 of those years were hereditary monarchies. Then you have a multitude of republics and empires/occupations that serve to draw it out more until finally we have Republic # 5.