Are you suggesting that all non-Western countries civilians are living in fear for their life? This is a new level of ignorance. Even if you just meant Vietnam, believe or not, a lot of things have changed in the last few decades.
No. Not everyone in "non-Western countries" wants to move to a "Western country." That being said, someone that may not normally want to relocate to a "Western country" may have a desire to do so if they have significant fear of their life in their own country.
I don't think he really feared for his life, what seems much more likely, especially given his statements about the media, is that he thought that people were being complete dicks, so he took his ball and left.