From a a historical perspective, why did most developed nations embrace left-wing policies and ideals while the U.S. rejected them?

This isn't a complete answer, especially 'cause it only looks at the US vs. Canada, but I think it'll help.

So, it's 1775. You and your brother live in one of the Thirteen Colonies. Revolution is in the air. People are taking sides: Rebel against King George III and set up a new nation? Or stand up for Britain and the Crown? Imagine (it happened often enough) that you decide to join the revolution and your brother decides to stick up for King George.

Fast forward to 1783. The Revolutionary War is over, and the "Americans" have won. You settle into being a citizen of the new nation. You have an admiration for the independent spirit, for the "self-made man", for a government that is as unobtrusive as possible, for the liberty you fought for. Now, most of the 10-15% of the population who supported the King (mostly known as "Tories") decide to remain in the new nation. But some tens of thousands leave, mostly for Canada, including your brother, whose lands and possessions were seized and for which he received no compensation. They settle mostly in what is now southern Ontario, and New Brunswick. (New Brunswick had actually been part of Nova Scotia before this, but with all the new "United Empire Loyalist" settlers, New Brunswick is carved off as a separate colony. And "Canada" [what is now southern Ontario plus southern Québec] was split into two colonies as well for the same reasons, called Upper Canada [Ontario, which was "up" the St. Lawrence River], and Lower Canada [Québec].) A grateful sovereign gives them all 200-acre land grants.

I can't think of better words to describe the influence of these United Empire Loyalists on the history and progress of Canada than are found in the Wikipedia article "United Empire Loyalists":

The influence of the Loyalists on the evolution of Canada remains evident. Their ties with Britain and their antipathy to the United States provided the strength needed to keep Canada independent and distinct in North America. The Loyalists' basic distrust of republicanism and "mob rule" influenced Canada's gradual, "paper-strewn" path to independence. In effect, the new British North American provinces of Upper Canada (the forerunner of Ontario) and New Brunswick were created as places of refuge for the United Empire Loyalists. The mottoes of the two provinces reflect this history: Ontario's motto is Ut incepit fidelis sic permanet ("Loyal she began, loyal she remains"); New Brunswick's, Spem Reduxit ("Hope restored").

In general, the Loyalists were more communitarian, the Americans more independent. The Loyalists were "OK" with "big government", the Americans not so.

Over the last two centuries, those differences persisted, and were in part reinforced by immigration: those of a more "individualistic" bent who wanted to move to North America would be more likely to choose the US, and those of a more "communitarian" bent would be more likely to choose Canada.

So now, you have a US which has what we would now call very "right-wing" ideas about government and the economy, while Canada has ideas that are at least less "right-wing" than those in the US. (Most Europeans would say that Canada is more "centrist", with the US being right-wing, of course, and with social democracies like Denmark being more "left-wing".)

These are all gross over-generalizations; there are individualistic right-wingers in Canada (hell, they're the government now, have been since 2006), and there are communitarian liberals in the US. But certainly the saga of the American Revolution and the departure of the United Empire Loyalists is the primary source of this key difference between the two nations.

(Sorry, I don't have many sources with me ... this is all just from a whole bunch of reading I've done on the history of my Canuckistani homeland, from high school textbooks to any other book I could get my hand on.)