The truth is, for the same efforts, you will be financially better of. Emigrating to a developed country is the easiest way of improving your standard of living. You get access to better infrastructure, higher wage rate and better security. You live better without necessarily doing more or spending more.
So should you move to a better country? Usually, the answer is a lot more subjective. People already have their minds rooted on a particular answer and can't be easily persuaded otherwise. But going by pure Economics, the answer is yes. You get better living standards, opportunities and pay. And your children benefit from those too.
So what of those who stay back in Nigeria, are they worse off? On the surface, economically, they are. To get the same results as your friend or relative in the US, you will need to work a lot more/harder. Then again, there is this amazing thing about we humans. We can achieve whatever we set our minds on. So there is nothing you want that you can't achieve even if you stay back in Nigeria. It might take more work and more time, but in the end you get what you desire and go after.
And when you stay back and make up your mind to flourish and not just survive, you are also inspiring other people. Your success gradually begins to lift the nation even if in very small imperceptible amounts, but it all adds up with those of others like you.
In the 1700s, it was the never-do-wells and those running from someone/something in Europe who moved to USA. No one saw any good thing coming out of USA. It was full of fraudsters, corrupt officials and poor people. Then people like Benjamin Franklin, George Washington and the founding fathers showed the rest that there is a better way to live. That they could build a nation they will all be proud of. They helped lift the nation slowly and created the American Dream (that you should live a life better than your parents and hand over a nation better than you got to your children).
In the beginning too, Australia was a prison. Great Britain sent prisoners there so they wouldn't get back to their society. Then those with financial troubles and enemies seeking to kill/imprison them ran away to Australia. Again, no one saw any good coming from that place. Now they are doing so well people now migrate there for better opportunities.
That is the reality. Whatever decision you make is right. Emigrating makes the most economic sense. You secure a better live for yourself and your children. Staying back is also good; as long as you decide to flourish and leave the country better than you got it. What is most important is to be where you want to be.