I know quite a few Australians/Kiwis who are able to obtain their British passports. Honestly I think that's worth way more than a US citizenship. They can work and live in any country in the EU, Australia and New Zealand, without a work visa (well for two more years anyway :-P).
I have dual Australia/New Zealand citizenship, and even that alone is well worth it. Brazil, for example, allows New Zealand passport holders to enter visa-free, but not Australians!
There's not really that much difference between AU and NZ, though it is weird to see that PNG requires a visa for AU, given that AU gives PNG a chunk of aid money.
You're right, there isn't, at least not in this nicely quantified way. Anecdotally, I've been treated much nicer on my NZ passport than my Australian one, even to the same countries (especially France, which I found curious).
Brexit might well see to that one though. And working in Australia visa free isn't all sunshine and roses, you have to pay full Australian taxes, but get none of the benefits of being an Australian resident or citizen.
There have however been quite a few high profile cases of whether you are considered a resident of Denmark or not, after leaving Denmark -- something that has hit a golf player, a model and apparently 100 others whose cases were handled internally by the tax authorities.
In a blink of an eye, you can become a tax evader and essentially lose everything you've earned plus be sentenced to years in prison... unless you're the husband of the prime minister (who worked in Switzerland, paid no tax in Denmark yet essentially lived here).
So if you're leaving Denmark for Silicon Valley to run your startup, get legal help to ensure you won't suddenly get taxed for all your US-earned income because your left your wife/girlfriend in Denmark, visited her and say, answered a few emails or spent some money.
The US has tax treaties with most countries to avoid dual taxation. You still have to file a return, but except in rare circumstances, you will never have to pay double taxes to both host country and home country.
But it is a ball ache, not only for the ex pat but also for the banks that deal with them, so much so that there are many reports of banks refusing US citizens accounts and closing ones they do have. There may be no double taxation occurring but there is administration involved in the part of everyone involved. Essentially a ridiculous cost forced on all parties by the US govt.
Isn't that what most people think about their country? I think it's choice-supportive bias. I could be living in the US, but I think Greece is a better country, and I'm sure you think the opposite.
There's literally a saying in Finnish to that effect, translated "It's a lottery jackpot to be born in Finland". People often use it ironically, but they really shouldn't be complaining.
[0]: http://www.businessinsider.com/warren-buffett-on-the-ovarian...