Their is nothing wrong with living in the west or any other country. The sahabas ALL migrated to different parts of the globe.
All cultures are unique but in times like this or when attacks such as these occurs its only natural to assume that being muslim your more secure in a Muslim country because you are off the majority.
In the west most of the economies are standing on the US petro-dollar, the real test of character will come when everyone gets off of that and has to make their currencies count for their worth.
But no one knows what will be the character of those countries when that will happen, because the west in itself is rapidly changing due to migration policies.
Australia in itself is about 20 - 25 % non-european descent now!
For now, yes definitely with the standard of living and lower corruption, more opportunities in life for the common man in western countries life is a lot better and more organized and liviable for the most part.
Good for you. But that's your life experiences and don't translate to everyone.
Besides, you didn't say you moved to Pakistan but a Muslim country. Dubai is a Muslim country and it's great. Saudi Arabia is a Muslim country and it's great.