Well, we treat them like crap. On top of that they come here and find that they have very few opportunities to advance any more. Why would they want to come here? They'd be better off going to a civilized first-world country rather than the third-world construct we are trying so hard to make the US into.
It might not be a cultural fit for you, but it is a good fit for over 300m citizens (less amnestied illegals).
Unlike other countries, US property is respected enough to not need legions of gated communities.
And yet, the U.S. has legions of gated communities, despite not "needing" them! From the article: "By 1997, an estimated 20,000 gated communities had been built across the country. Approximately 40% of new homes in California are behind walls. In 1997, estimates of the number of people in gated communities ranged from 4 million in 30,000 communities up to around 8 million, with a ½ million in California alone." These are nearly all wealthy people, why are they seeking hidden enclaves?
Other countries have them in quantities large enough to suggest that property is not respected(SE Asia) or to show mass contempt for their citizenry(e.g. Russia).
Russia is the only country you can come up with by name I notice. Why not try one of the real industrial democracies?
In addition, citizens enjoy more personal freedoms (despite what some thinktanks would claim) than nearly any other country in the world. For example, self-defense with a firearm is encouraged in many parts of the country(not just Texas), when many parts of the world wish to restrict it. In addition, speaking up against politicians is not followed by a disappearance, house arrest, or defamation charge.
Let's unpack this bit. Last going first, in which industrialized democracies does speaking up against politicians cause "disappearance, house arrest, or defamation charge"? Your "Russia" example again?
So we are left with that all-essential freedom of unrestricted gun ownership - the freedom to easily murder others. Very, very few gun deaths each year are due to "self defense" killing: for each justified self-defense killing, there are about 35 fire-arm homicides.