I don't think the grass is necessarily greener on the other side of the fence.
However, I think it is natural to criticize the unfortunate aspects of the country we live in.
There is not much pont in complaining about the weather, as we cannot change it, but we can and should be critical of the things that are within human control and could be better than they are.
After all, if we do not see the faults and attempt to rectify them, nothing will change, will it?
I would prefer to live somewhere where it did not rain as much as it does here, and where summers were hot, rather than a mixture of all seasons with temperatures rarely rising above 30 degrees.
However, in order to do so, I would have to move a good deal south of Denmark and either pay taxes in both the country I moved to and this one, or do without the Danish medical system, which is good and provided free-of-charge, as it is funded out of Income tax and other revenues.
Emotionally, I feel at home here too, which is also important and I know that I have both the language and the knowledge of the social and legal systems to deal with whatever life throws at me.
I imagine others, like me, stay where we "belong" because of these considerations.