I moved to SF from Slovenia. The percentage of my income that I save* is smaller, but the absolute number is still bigger. Turns out the glass ceiling for "smart dirty immigrant" jobs is much higher than the ceiling for "remote dude" jobs as well.
Add the nice bonus that there's simply more to do in a megalopolis of 6mio people than a city of 300k and it's kind of a no brainer. Unless of course you're okay stagnating in your career. Then staying home is financially more sound and you can lead a cushy life then retire at 35 or 40. But meh, life's too short to limit yourself out of cushiness.
*save and/or use as disposable income
PS: one thing I've noticed is that those of my friends who couldn't get visas are the loudest opponents of moving to the US and those of us who could are the loudest proponents. It's probably all bias and it doesn't really matter where you are if you're a good engineer. Work will find you.