When people are free to make their own decisions, follow their dreams, follow their hearts, socialize with their friends and family at will, it's only natural that their everyday life is better than that experienced by people under the thumb of a dominating, all-controlling state. Capitalism is about people doing things voluntarily, socialism is about forcing people do to things against their will. Instead of millions deciding for themselves, a few elite decide for everyone.
If you doubt that, remember the many people who have risked their lives and even died trying to escape Cuba. They flee to America. It's never the other way around.
That's not to say life in a capitalist society is some sort of utopia. People everywhere have problems. But even if you can't be guaranteed a perfect life, ask yourself: Who should make the decisions in your life? You, or the government?