Being an expat is not easy. If you voluntarily came then you are still leaving those things that are familiar to you. You are thrust into a world with different norms, different food, different music, different language, etc, etc. It's almost impossible not to constantly compare what is here to how it was "back home" - with back home being "better" oftentimes. That can be a very, very hard transition.
Add to that you might not be here voluntarily and all of those things can be magnified to the point of just plain suffering.