One does not have to retire to a first world country. Seriously, why would you even want to retire to USA? Health care, which old people tend to use, is stupid expensive.
I'm Canadian, so I have no desire to retire to a place with awful health care. How does health care in second/third world countries work? Are you instantly granted all rights to health care if you retire to another nation?
As you get older, and your time becomes short, you're not going to want to retire to some completely foreign place you've never lived in. You will want to be close to people that matter to you, and enjoy the comfort of familiar things. Exploring new things becomes less appealing as you age. Exploration is for the youth.
Family. Literally everyone wants to retire near their family, kids, and grandkids.