> And yet, there is no significant migration from the US to the European social democratic countries.
The reverse is also true. There isn't really a huge migration from Sweden or Switzerland to the US.
> And yet, millions of people move to the US, which is a lot more difficult.
We live in a society and world where you're brainwashed since your birth into thinking that money is the most important thing in the world. Thus people that already make good money move to the other side of the world (say to Silicon Valley) because they will make much more money there.
Then they find they aren't necessarily living a better life, just that they can afford more things.
I've been in places and cultures where there isn't such an emphasis on money and material things, like in central asia, and I think people there live much happier lives than most of us in high income countries do.