Is unrestricted, unregulated capitalism really preferable to a socialist state?

Neither extreme is favorable. The countries you listed are not 100% socialist, they are a mix of socialism and capitalism, just with more emphasis on socialism than the U.S. and some other more capitalistic nations. You need a balance of the two. 100% socialism would result in an Orwellian-style all-powerful government...on the other hand, 100% capitalism and lack of a central government would result in thousands of mini-fiefdoms controlled by the most successful corporations. About an 80/20 to 90/10 mix, capitalism to socialism would be about right in my estimation. Existence of a government to provide basic services like military, police, infrastructure, etc, as well as a small safety net for its citizens. The full "nanny state" method has not proven successful anywhere, and is prone to abuse of powers by the State.