There's probably sampling bias going on because of who McKinsey has access to.
McKinsey's offices in Turkey, India, and China tend to be in big tech/finance hubs (Beijing, Shanghai, Istanbul, Bengaluru, Mumbai) and, because of the scale of these countries, McKinsey rarely has to leave those contexts. I can absolutely believe that overall quality of life and satisfaction is better in those cities than in the West in aggregate. Beijing alone has a larger population than Sweden and Norway combined.