Calling it a first world problem doesn't stop it being a problem. Do you think you will enjoy living in a country where being masculine is heavily frowned upon? Where the women act like men? What do you think that will do to your mental health? A guy from a rich country will see the traditional ways of a poorer country as medicine, just like a guy from a poor country will see the wealth of a richer country as medicine. It's the whole "grass is greener on the other side" mentality. Really, you are trading one set of problems for another.
Also plenty of people in the first world are poor in their respective countries due to a high cost of living. Nearly everyone in the UK is making more than $1,200 a month, to people in southeastern Europe, that makes them think "THE UK IS SO RICH, THE STREETS ARE PAVED WITH GOLD! IT'S PARADISE!" but that is nonsense. Those guys have not lived here. Those greeks, those serbs, they are applying UK earnings to their native lands cost of living. They are not thinking about how EXPENSIVE IT IS just to live here. Sure, you earn a lot compared to other countries, but WHEN YOU HAVE TO SPEND A LOT JUST TO SURVIVE HERE, THOSE EARNINGS ARE CANCELLED OUT.
For example, the OP is saying $1,200 a month will get you an upper middle class lifestyle in Moldova. If I say "I can make $1,200 a month" peoples in poorer countries will think I am rich, but I am only rich if I can earn that whilst living in their country. If I earn that in a place where it is $900 a month for a room+bills, and $300 a month for food, then I am poor in that country.
Where I live, $1,200 a month barely covers the rent and food. It doesn't cover travel expenses, it doesn't cover a social life, it doesn't cover clothes or medicine. You would never own a car. $1,200 a month in the UK puts you in the "working poor category." $1,200 is NOTHING here. So imagine you are poor in the UK or another rich European state like Germany, rather than poor in Moldova. It's a similar shitty life, barely enough money, if that, to cover your expenses, except your masculinity is constantly under siege.