Because it's not all about you. It's about your parents, your friends, your family who are not :gasp: software engineers, and it's nice not having to worry about them going bankrupt or homeless if they need x life-saving medical procedure or they loose their job.
It can be impractical to take your parents, your friends, and your extended family along with you to another country. It's certainly far more difficult than getting a job there as a software engineer, particular because of countries preferring to allow highly skilled, educated, and/or paid people in preferentially.
