Le Pen lost because European politics is different from Anglo politics. If you want to have a major revolution via the ballot box in America (completely replacing the existing politicians), you need 4 years. You have to win the Presidency and the majority of open Senate seats, and then win the majority of Senate seats again in the off year election, and then win the trifecta (Presidency, House and Senate) in year four. You have to win a majority in the majority of 435 legislative districts and 50 states. Then there's the Supreme Court which you'll have to pack or impeach and replace. FDR tried court packing and failed. Theoretically, in a wild year an upstart third party could accomplish this with perhaps 35% of the vote, but it would still need 4 years to consolidate power.
A "first past the post" election system generates moderate government that is difficult to radically alter. For Brexit, UKIP forced the Tories into holding a referendum. They didn't overtake and replace the Tories, they nudged the Overton Window and the political center to the right. UKIP is unable to force a hard Brexit and is stuck with a Tory negotiator. Trump won in the crowded GOP primary field, but is now constrained because 80% of his own party doesn't like him. His nominal allies are people such as Senators Rand Paul and Ted Cruz, and they are not "his guys." They were his opponents in the primaries (and Cruz didn't bend the knee until a couple months later). Trump cannot even enforce immigration law because the courts are against him. Trump didn't recruit candidates two years ahead of his run. If he wants to have all his people in power, he has to wait 6 years until 2022. There's no sign he plans on recruiting candidates though.
By contrast, in some European parliamentary systems the party with the largest vote total gets a bonus designed to help it achieve a governing majority. The European system rewards "extremists" through proportional representation. "Extreme" parties are common and they consistently win votes. Additionally, in many countries today there is only one nationalist party and other parties ally against it. To change politics in Europe requires obtaining a plurality of votes and the public won't be allowed to make a change until it goes all in.
Consider France. Macron beat Melechon 23.7% to 19.5%. If 2.2% of voters switch, less than 10% of Macron's support, it's chaos for financial markets and trouble for the euro and EU. Had the data dump on Macron come one month earlier, it might have sunk him in the first round. Le Pen was scorched in round two because France isn't ready for that big a change yet, but it's system almost gave it to the people anyway.
Change will be swift and radical when it comes to Europe.
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