America is just like any other country. We may have freedoms that other countries don't, but if you have only lived in one country your entire life, you most likely will end up wanting to visit or move to other countries for new scenery, experiences, and people. When I was in high school I wanted to move to Scotland and live as a waitress or bookstore attendant during college. Once I realized that it would be about as expensive for me to live in Ireland as it would be by myself in NYC or LA, I realized it was impossible.
People come to America because of this same thing, the only difference is when they come here they are basically taken care of by the government(welfare, WIC, etc.).
Also, there are people leaving because they do not want to have to pay the high taxes for nothing. I would rather not pay the insanely high taxes we have right now, but if you live in America, it is stolen from you. Other countries do not steal as much from you and spend it on stupid things, and then somehow end up in MORE debt.