Well, it's their right to go where they please. Unfortunately the Israeli regime is not much better than Barack Hussein Obama. You aren't allowed to own a gun, express your views, or anything. Honestly I can't blame Jews who don't want to live in the Holy Land (not that any galut governments are an improvement).
I agree with you, I don't think it is fair that anyone of a different religion or race is allowed to go anywhere in the World while Jews are expected to live in Israel only.
G-d disagrees with you. He commands the Jewish people as a mitzvah to make aliyah (go to Israel and conquer it/settle the land). It is preferred over any other land in the world. That being said it is not an actual prohibition to live elsewhere.
What you are saying is true in the sense that if goyim made it illegal for a Jew to live somewhere that would be "unfair," but certainly it is not "unfair" of G-d to give to the Jewish nation a certain land in which to establish their culture of Torah and serving G-d, and to command the Jewish people to go and live there, to have an attachment to that particular land over all others, or else such nation cannot exist in its purest form. There is no nation without a land to establish it in. This is clear.
בס''ד
You are mistaken. It is a very serious sin to live in the cursed galut (exile) - which means living in any land outside of Israel.
"כל הדר בארץ ישראל - דומה כמי שיש לו אלוה, וכל הדר בחוצה לארץ - דומה כמי שאין לו אלוה"
(מסכת כתובות, הגמרא)
Translation: "Anyone who lives in the land of Israel is like someone who has a G-d, and anyone who lives outside of the land is like someone who has no G-d" (Masechet Ketuvot, HaGamara)
ישיבת ארץ ישראל שקולה כנגד כל המצוות שבתורה
(ספרי ראה נ"ג, תוספתא ע"ז ה, ב)
Translation: "Settling the land of Israel is equal to all of the commandments that are in the Torah". (Sifre נ''ג, Tosefta ע''ז, ה, ב )
To suggest that it is permitted to live in the cursed galut is like suggesting that it is permitted to violate the Torah commandments, G-d forbid. Are we also permitted to violate Shabbat, G-d forbid?
To show how important the commandment of living in Israel is, we are allowed to ask a Gentile to prepare a contract to purchase land in Israel even on Shabbat. We are not allowed to ask Gentiles to prepare any other business affairs for us on Shabbat. This is just one example of how the commandment of settling the land of Israel often supersedes even some of the laws of Shabbat.
If a husband wants to move to Israel and his wife refuses, the husband can automatically divorce her and does not have to pay her alimony under Jewish law.
If a wife wants to move to Israel and her husband refuses, the Beit Din (Rabbinic court) can force the husband to give his wife a divorce.
You cannot be a Torah-true Jew outside of Israel because many of the 613 Torah commandments apply only to the land of Israel. Therefore, in the cursed galut, you are living in a land where it is impossible to truly observe the Torah.