Americans don't realize that a lot of other airports around the world let you connect to other international flights without having to pass through immigration and customs. The USA is really backwards in that respect.
...Which is amusingly because the US is less strict at immigration/customs than most other countries. Since it lacks any exit controls, there's no need to segregate the international departures section of the airport, which has the side effect of meaning you have to enter the US to get to your connecting flight.