The problem is that after a while you'll notice that every country's government is partly corrupt and every country has ridiculous laws that, at some point, are going to affect you.

It might be less bad in Luxembourg than it is in the US, but it is a common trend that if a small group of countries move their laws and regulations in a particular direction, other countries with a comparable culture and standard of living are prone to follow sooner or later.

You can keep fleeing to the next non-sucky country, but in theory, you're going to run out of countries at some point. Maybe not in your lifetime, so your solution is practical, but if it becomes widely adopted, I think we're going to get a problem.

Afaik, there's no indication that countries whose people leave en masse change their laws, regulations and institutions to try and fix it. Thus, I doubt that "voting with your feet" like you can do in a market economy works with countries. Try and find a Macedonian with a university degree in Macedonia, for example.