I think everything you said is true, although as an addendum I (anecdotally) often find that some poorer nations are often closer and tight knit, which does cause stigma, but also reduces loneliness and stress associated with some mental issues.
I can't speak for everyone here, but I remember reading about a son of a Japanese-Colombian couple that felt anxious and lonely in Japan, but much more fulfilled and happy in Colombia. He said something about the Chaos bringing life into him, which makes him less introspective, less pensive of the future, yet also more optimistic and welcomed. I feel something similar in the States compared to Peru.
I think it could be because wealthier nations are more socially atomized, and much later in their stages of "Industrialization related anomie", and thus dissolves the "Asabiyya" or social cohesion of that culture.
Or I could just be biased, but I do think social atomization is much greater in wealthier nations.