This works the same in other directions. Try getting a visa, work permit, job, bank account, credit as a foreigner immigrating to anywhere in Europe, or Japan, or almost anywhere else.
The processes of immigrating to the Netherlands for example are vastly less Kafkaesque and not subject to luck or some bureaucrat’s mood at the time. Everywhere else is not necessarily as difficult as America.
Personally I think getting credit for the sake of it is rather silly though. It offends all sorts of sensibilities I have about credit and financial responsibility.