Why does it have to be in comparison? I don't have to say, well at least I'm better than that guy and pretend thats good enough. There could be serious flaws with myself that I should acknowledge could be way better than turning and pointing a finger at others.
And talking to those immigrants, the impression I have always gathered is that they don't believe the US is better, but that they have no alternatives where they come from. Lots of people immigrate to whatever country they can get to. If you sum up all immigration to Europe, you suddenly see that the US isn't quite the leader you think it is.