How does one differentiate "expatriate" and "emigrant"? Why is the term "expatriate" only reserved for those who originate from Western countries?
I would not call this an example of Western Exceptionalism. It is rather a phenomenon known as "othering" meaning to portray someone or something as different to emphasize that he/she/it is the other and not us/this. Note you won't find this term in Webster. They were apparently too busy adding "bling" and "ginormous".
emigrant: a person who leaves their own country in order to settle permanently in another.
Also, one does not necessarily give up their citizenship to become an expat somewhere else.
These misconceptions will change once the solipsistic cloud over the western world clears out.