"on average you only have to work until April or May before your year's taxes are paid." I take it that doesn't mean that the equivalent of all the money you earn in January, February and March and maybe April is taken in income tax, because if it did it'd mean you'd be paying far more tax than ordinary people pay here.
Also to get a proper comparison you'd really have to include the cost of any private insurances or whatever you might have to pay to cover things that would be paid for by taxes elsewhere.
Why don't people emigrate the other direction? For most of Europe I'd imagine the language barrier would be a factor. And we're a bit more tightly packed. It's an interesting question (and I haven't a clue about the figures involved, and couldn't find them.)