>And guess what, you do have a choice (modulo some paperwork) to live where you want.
Actually, not so much. For most countries you can't just go there, you would have to either marry in or get a job there. Getting a job can be harder because most countries have rules in place to force their companies to hire their own citizens.
I do wish it could be a lot easier to move between countries so that countries would be forced to compete with each other. Of course the countries would do what they could (as they do now) to make people think they are better off than they are now.