You probably can't imagine the kind of initiative it takes to leave where you are to start fresh somewhere else. THAT's the self-selection I am talking about.
My parents’ and their siblings and all of their extended family left their country to go to US and UK. But they all had homes and networks and a place to go back home if things went sideways. The collective wealth of their network is sufficient to provide its own safety net.
Contrast that to someone in the home country who might not have that network, and who landed a decent government job that affords enough to feed and shelter and educate family.
This person will not have the “initiative” to throw away a relatively sure future because they do not have the ability to count on friends/family to support them in case they fail.
There's a certain self selection in that people who are motivated and brave enough to move counties for a new life are the only ones you see. Back home there are also people who are resigned to their position (or getting money from the ones who have moved). Moving to a developed country from a developing one as someone unskilled takes a lot of effort and determination and luck (for skilled people to a certain extent too), so there's a survivorship bias here.
My family did not. US has chain immigration so all the family members come over (and did in my family). We still visit the second and third cousins in the home country.
But the point is there can be support from outside the government.