All true. When I lived in Russia on a tourist visa, I had to make a "Visa run" to Finland. When I moved to New Zealand, all my new friends were expats, and in a year they were gone. I had to make new friends from scratch.
Where the experience differs is in freedoms. In many cases New Zealand and other democratic nations are MORE free than the US. I got my permanent residency here only one year after arrival. That meant I was free to change employers, free to buy a house, free to get free health insurance, free to leave indefinitely bu still come back, and... free to vote! Yes, New Zealand allows non-citizens to vote! Compare that to America where no one gets permanent residency (not even a Green Card gives this), no free health care, you can own a home until your medical bills forfeit it, and none but citizens can vote.
So many reasons to never return to America, but so many reasons to pick the right alternative.
P.s. I became a New Zealand citizen this week.