In the late 1980s, a survey of people in seven nations (France, Italy, Japan, the US, Great Britain, the Netherlands, and West Germany) asked people to choose between two statements about what happens "when the state provides for families whose income is insufficient": (1) "It enables them to live" or (2) "It takes away their sense of responsibility." It also asked a more unusual question, about Aesop's fable of the grasshopper and the ant, and asked how the ant should have responded when the grasshopper asked for help: "the ant sends the grasshopper away because It is only natural that the grasshopper should suffer now" or "The ant first admonishes the grasshopper, saying, 'You are to blame for having been lazy. You should work harder from now on,' and than shares his food. The results, summarized as percent giving the "generous" versus the "hard-hearted" answer:
State Aid Grasshopper
Italy 39.8 37.0
Netherlands 32.2 55.6
WGermany 31.6 64.9
UK 30.3 70.0
Japan 26.1 59.7
France 14.8 64.9
US 4.1 73.5
Americans were least generous on the government aid question, but most generous on the grasshopper vs. ant question. Italians were most generous on the government aid question and least on the grasshopper versus ant. The seven-nation survey didn't contain many other questions relevant to the welfare state, but we can look at two questions from the World Values Survey taken roughly the same time. One asked people to put themselves on a ten-point scale ranging from "incomes should be made more equal" to "We need larger income differences as incentives." The other asked people to put themselves on a ten-point scale ranging from "People should take more responsibility to provide for themselves" to "The government should take more responsibility to ensure that
everyone is provided for." Rankings on these items were pretty highly correlated with rankings on the government aid question.
So there is some evidence that people in nations with attitudes that are more favorable to the welfare state are less generous in a personal sense. I've heard arguments that this is the case on a personal level--in effect, that liberals want the government (ie other people) to take care of the needy so they don't have to do it themselves--although I haven't seen any real evidence. The information here is at the national level, not the individual level, but it suggests that support for the welfare state isn't the same as generosity or soft-heartedness.