A person in the US founding a startup has access and exposure to the deepest capital markets in the world, the largest domestic market in the world, a stable legal and political environment, and a phenomenal talent pool. A person doing the same in e.g. Vietnam has access to almost 0 VC funding, tiny domestic market, his efforts are hindered by a capricious and restrictive legal and political environment and a very low skilled talent pool. Someone with the same competency as say Bill Gates has an infinitely lower chance of making it big.

People do not risk their lives and leave their families behind because they really love going to Cheesecake Factory everday in the US, it's because opportunities often flat out do not exist in their country for what they want to do.

Even among successful businesses founded in (currently or formerly) less industrialized countries, you will see that a huge proportion are actually state owned or backed (e.g. TSMC, Samsung)