1). People are different and they have different situations and dreams. You can´t know how/what they feel because you have never been in their shoes. If I am not mistaken you were born in a family with many servants, but many people are not as lucky as you.
2). The grass always looks greener on the other side. They don´t know that there is not a perfect country. However, some people did get their lives changed better after they moved to USA/Australia/Western Europe. Maybe not everyone, but many of them.
3). Some people have a bigger dream than the average bears. They will wanna move to another country which will give them that opportunity as in their country they are stuck. Of course not everyone will make it. But when you have a dream, you should take a chance or be dying someday when you are old with big regrets. You won´t regret the things you have never achieved, you will regret things that you wanted to do yet you never gave yourself a chance to try.
On the other hand there are also many Americans, Europeans, Australians who have moved and want to move to another country such as to South East Asian countries nowadays for different reasons.