Well, the tin-foil-hat answer is because they make more by investing it here, namely, in politicians. (Like Musk bought Twitter in an attempt to control the national discourse, so he could, you know, help influence who gets elected and make more money.)
It’s probably just more profitable here. We’re a Capitalist nation. Capitalists are gonna wanna play our game. If you had a giant stack of bills in Monopoly, you wouldn’t take a bunch of them over to the Chutes and Ladders table.
What do all men with power want? More power.
Were all just dreamers. The solution is out there.