[pdkl95]

> expat in some African or Asian country

There may have been some confusion as I apparently left out a word ("/in/ the US"). I'm only discussing privilege in the US.

I have no idea how these things work in Africa or Asia. Presumably there are similar situations in other countries, though that is a guess. Your scenario sounds reasonable - yes, the natives would have the privilege of starting with the "default" level of suspicion while the (white) foreigner has to overcome an extra scrutiny.

Privilege can be overcome. You specified a rich expat, and money can be a very effective way to make problems go away. However, a similarly rich native will probably have to spend somewhat less money in similar situations because of their privilege.