Top 3 reasons why people don't want to move back.

1) Being viewed as a failure upon returning to Nepal for good.

2) The basic infrastructure in Nepal is weak, albeit its on an upward swing

3) Jobs in America reward you for being honest and hardworking, not always the case in Nepal. 

As far as I can decipher, its not extremely difficult to make money in Nepal. I have plenty of friends and relatives who've made good money through business and service ventures without ever stepping out of country. There's a huge demand for goods and services in Nepal because of this remittance boom, hence the returns are high. Hell, even banks give 12% return on your deposit.