ummm, maybe because they are the ones that EARNED the money, so they have a right to say where it goes?
We do support the country that provides our wealth - we participate in the local economy. We give to charity. We provide a valuable service to the community. We help others in need.
You seem to conflate paying taxes with supporting a country/region, when that is not the case.
And good luck out side of the western world getting by with a hard working business owner to run any kind of high flying business. Good luck with the bribes you'll be paying the old USSR or India for example. Why do you think people are so keen to join our countries (presuming you are from Europe or the USA)?