I definitely do not agree with this.
In terms of Western democracies, I'd say we're easily the least self-critical. Because our society and political system have been buoyed by the greatest economy in world history, our polity is completely and unreasonably assured of our system's inherent stability and functionality. In reality, our political system isn't nearly as effective or representative as parliamentary systems. Also, despite being the most murderous nation in the world in terms of war casualties, we're perpetually deluded into thinking we're the good guys.
On the other side, two similar Western democracies, France and Germany, are skeptical of themselves. Because France is on its Fifth Republic, and has had so much historical turmoil in governing itself, they are naturally very skeptical of their political stability and superiority. Because Germany was the home of Nazism and genocide, Germany is extremely skeptical of its own moral position. Honestly, if it weren't for the United States' racial minorities, self-criticism would be almost nonexistent.
In terms of being self-critical:
1. Germany
2. France
3. Norway/Sweden
5. Canada
6. Belgium/Netherlands
8. Denmark
Japan seems like the least self-critical in the world. They haven't internationally made concessions for WWII and they haven't even acknowledged the Rape of Nanking.
Also, Latin Americans seem to be, in my experience, considerably more self-critical than Americans. You're a fine enough example: can you imagine the backlash if you spoke of the United States and its citizens in the same tone as some of the posters here have spoken of Mexico and its citizens?