Why is it often much harder to find any job in developed countries (like the US/UK) than in developing countries, despite the hype?

I'm from a developing country in Central Asia and I've noticed something paradoxical.

Back home, it's relatively easy to find any kind of job — you can walk into a place, talk to someone, and start working the same or next day. It might not pay much, but jobs are accessible, and i mean it.

But in developed countries, I see countless stories (especially here on Reddit) of people applying for hundreds or even thousands of jobs for months — even basic roles — and getting no replies. And those are not international students and etc but LOCAL PEOPLE, I mean WTF?

Why is this? Why does it seem harder to get any job in rich countries, even though everyone is trying to move there for "better opportunities"?

Is it bureaucracy, competition or something else?

Curious to hear from immigrants and locals alike.