One of the reasons so many people want to come to America is because we have "freedom of religion" and "separation of church and state." It's a "blessing" to be born in the U.S.!
There are many atrocities going on around the world including various religious persecution and racial/tribal genocides.
Having said that no one is responsible for how another person lives their life or what country they were born in.
As my mother often told us: "Life is not fair."
Should you feel guilty for having a bed to sleep in while others are forced to sleep outside on the ground? Should you feel bad for being able to own land when people in Communist countries are not allowed to? Or feel bad that girls and women can go to school?
Our Declaration of Independence of states:
"We hold these truths to be self-evident, that all men are created equal, that they are endowed by their Creator with certain unalienable Rights, that among these are Life, Liberty and the pursuit of Happiness."
Not every country subscribes to our doctrine and even in times of our history we've had various groups who were oppressed and shed blood in their efforts to strive for equality. It came at a cost!
It should come as no surprise that the richest and most powerful country in the world would focus on the "blessings" derived from Christianity. The bible is the same pretty much wherever you go.