Why is it so difficult to be international?

Its no different to which country you want to move. All the paperwork needs to be done according to local requirements, of course. But is it really necessary this way... :

1) first make your local authority print and sign your papers
2) get your local Foreign Minister office to sign off that it is official
3) get the embassy to the country you are moving to approve the local Foreign Miniters signature
4) go to your new country and get a translation to the new language, from an authorised translator 
5) then you can use the papers for the new local authorities
 - AND all of these costs money (of course)...

This is no different from what I am going through, these days. I already moved to Brazil, with my future wife and child, and so I need some documents from Denmark. Luckily I moved to a relative easy country and just need the above mentioned done. To get a permanent stay in Denmark is even more difficult.

On top of all this paperwork add:
- have stayed legally 5 years in DK (to get this you need ca. $6.000 in bank account too)
- no criminal record
- no debt to public authorities
- go through a point system
- learn some danish (which is very difficult) and take a language test 
Then you can apply.
Read more here: https://www.nyidanmark.dk/da-dk/Ophold/permanent-ophold/permanent-ophold.htm. 
The rules  are very complicated and you might receive different information from different authorities. Great!

Here in Brazil its a little different. You can not get a working visa, unless a company wants to hire you, if you can bring something to the company that local employees can not and foreign employees does not exceed a certain percentage. Then you can stay as long as you are working for this company.
For me, I want to stay with my future wife, and then the country is secondary. So another way is to get married and then apply for a temporary visa. After several years one could apply for a permanent visa.

So moving to Brazil with higher education, good working experience, an international mindset and wants to work for my money - WHY is it that difficult to be accepted (in these countries) ?

Why is it so difficult to move between countries? 

Is it really that unfair to give positive treatment if you:
- have education
- not expecting unemployment pay
- wants to integrate
- wants to work for the money
- learn local language
- respect local laws
Isn't that want the countries are needing in the future???