It's actually just immigration (or, well... technically emigration from where you're standing). Which is, in itself an absolutely miserable amount of work dealing with a bunch of systems that don't really want to deal with you, but at the same time, expect you to be an expert in how they function.
Also a bunch of employers looking to exploit you (so if that's a problem now, expect it to get worse until you learn the ropes), since your visa status depends on them in most cases and they know it. Everything about immigration is harrowing -- but if you don't like where you are, leaving to be somewhere else is a solution that is occasionally not insane! Asia is very hard to immigrate to though.
I knew around 30 other people that tried to immigrate here. ~22 got kicked out for non-compliance, ~6 died (mostly from alcohol or drugs). Of that group, some rich guy that doesn't have to work, and myself are left. I don't remember their names or faces, only their misplaced optimism.
If you're interested in how the legal paperwork gets done, I'm happy to share! I just don't want to misrepresent how miserable the first few years will be -- I've been run over, exploded, robbed, bankrupt, severely poisoned with neurotoxins, and I nearly died of cholera. While working 70-80 hour weeks and getting paid only about half the time. I also got shipped into a literal civil war to do accounting of all things. The building next to me blew up, and I shared the streets with insurgents with machine guns. I was so dead inside by that point, I just shrugged and bought a t-shirt. Because of course they were selling t-shirts.
If you've got a couple hundred thou saved up, the process is probably less terrible. I came here with 30k and just barely bootstrapped myself to Vietnamese middle class over the course of 10 years or so. Overall I'm glad I did it, but a lot of the stuff I've survived haunts me. So in other words, I fit right in with most Vietnamese people about my age.