I'm an Australian living in New Zealand for a NZ Telco, so.. Hi. :)
And re: applying for US jobs, yeah, that's the response I've received. Yeah I am pretty serious about wanting to move there. Been in NZ basically 5 years now and figure its time to go somewhere else (and no, I don't want to go back to Australia.)
My guess is US employers want to either,
1) Find someone ASAP (so local is good, but expensive)
2) Get someone cheap who is willing to be a slave on a H1-B visa (because if they get fired they get deported.) Dealing with the hassle of getting them in on a visa is acceptable because they will work their butts of for minimum wage.
Aussies/Kiwis are like #1, will want the high pay but with the hassles of a visa so employers just won't consider us at all. We're the worst of both options and thus the least desirable.
Anyway, that's the feeling I get...