I see the chance to draw lottery twice in H1B visa mentioned, but a more important benefit is the OPT visa. Any STEM graduates from an American school can apply for this visa, which lasts for about two years. During this two years you can work and draw the lotteries repeatedly.

For some of us, the major value proposition of a MS degree in US is not its teaching, but the gateway to US employment market. Those luckily born in the US doesn’t need to spend time and money on such privileges.