I'm pleased to get this response. I get so many hostile respones that I initially feared you might be trolling me (you wouldn't believe some of the comments I get).
I don't know if you should have to offer an answer to that question. It's an inherently rude question. "Why are you here if it's so bad here?" You could respond with "Why are you talking to me if you don't like what I have to say?" The question is a form of extremism. "Love it or leave it!" Well, what about recognizing problems and working to fix them?
Maybe you could say, "My country was great until US operatives overthrew a democratically elected president and threw my nation into chaos, so I came here." That should shut them up.