USA makes it very hard to immigrate legally so probably many people don't express "desire" to immigrate there because that's not even an option for them.
Gallup's question is: "Ideally, if you had the opportunity, would you like to move permanently to another country?"
This makes more sense because moving to a place like Japan permanently (from what I know) is very difficult. Or, at least, moving there and getting to act like a real citizen. Unless you marry a Japanese person, I don't think your children are ever considered Japanese citizens either. (And same with their children and so on)