The Europe you described is not the Europe I know. Granted, we walk more because our towns are not as generously spaced as yours, so many things are within walking distance. Also, public transport networks in Europe tend to be good, reliable and affordable. And fuels are ridiculously expensive because of taxation.
Many people buy processed food at supermarkets. Those who buy fresh food from local sources are a minority. A steadily growing minority, it seems, but still. Cooking is a lost art in many European households. And it's not like everyone is slim: Battling the Couch Potatoes: Hungary Introduces 'Fat Tax' - SPIEGEL ONLINE - News - International
To sum up, you may be far ahead in obesity and horrible eating, but we've been catching up.