how it comes that lichess is that fast?

I know all other major chess sites and I am really surprised how much faster I am on lichess when playing bullet.

Curious if the reason is the technique Thibault built this site with, or the fact that I play from Europe on a site with european based servers (while a major other chess site uses us-based servers..)

No, this is due to lag handling (lichess.org/lag ) and high-quality code, not because of small ping.

For example live.chess.com needs 8+ seconds to load the dom. During that time it loads 29 javascripts and 45 images. It uses 64 MB Memory. It constantly keeps loading ads. And it uses slow performing javascript libraries.

lichess tv on the other hand loads the dom in around 0.5 secs. During that time it loads 2 javascripts and 0 images (lichess uses SVG for the pieces). It uses 8 MB Memory. No ads. It uses http://vanilla-js.com/ as libary ;-)

This makes the difference.