The grass is always greener on the other side of the fence.
It's a famous proverb. I tend to envy people who have things I don't have. For example, I want to work in a big company. I want to live in other country. However, the person who works in such a big company also envies me, He wants to work as a freelancer too. And I guess some persons who live in foreign countries want to live in Japan. That's the situation represented in this proverb.