Clearly the capital you take with you out of the country hurts the country you are leaving from as it is no longer as easily available to entrepreneurs there. Now the spending that you are depriving the leaving country of is REALLY A GAIN TO IT. Now those resources that your econonmy devoted to you in your retirement will go to someone else at a lower price thus making the someone else better off. Yes, a non-working person is only depriving their country of origin of their accumulated savings and actually is making their country of origin wealtheir as those remaining get resources that would go to the expat at a lower price. The concept that you are depriving your country of origin of spending is Keynesian nonsense and does not hold up to logical examination.
The sick part of the this trend of the government trying to keep consumers from leaving is that it provides consumers and producers who might consider coming a big reason not to. And it of course deprives the country of that savings.