I think this is a fascinating thread.
I think the answer is a function of how long you have been an expat to be honest - and this clearly comes out of some of the answers above.
When you first leave "home", then the expat lifestyle is new. You can love it, or you can hate it, but it's clearly "here" vs "home". Over time, and with multiple moves (I've lived in 5 different countries now), the lines start to blurr and you start to forget where "home" is..... this home or the last home or the original one???? You go back to the original "home" only to realise it's now a foreign country; or you visit the pub you used to drink at only to realise that the folks there are still having the same conversation about the local football team they were having when you left and that nothing has changed for them, but for you, EVERYTHING has changed. Living in different countries broadens the mind and makes you notice things like culture, discrimination, food, everything really. I feel richer for the experience but when I talk these days to non-expats, they don't really understand or, worse, are not interested in the diversity of the world and the people in it!
In some ways I empathise with Skyhooks frustation with expats who only moan about the countries they come to live in. However, I think this ignores two fundamental points. Firstly, if these expats are new to the country, it forgets entirely how strange and hard it can be to move to a new culture. So much of our views of the world are "hard-coded" by the environment we are brought up in. Being bumped in the street, for example, is extremely "rude" if it happens at "home" for me, but here it's not, but it still FEELS like somebody is being rude ... ditto many other things that "feel" like people are being rude even if they are not - it's really hard to not feel this way if you've 18+ years of hard-wiring of one's brain to contend with!
But secondly (to Skyhook's point) ... it also seems to ignore the fact that people moan about places whereever they are! In pub in the UK conversations would be moaning about the weather/the manager of the local football team/the weather/the local goverment/the weather/whichever political party is in power /the weather ..... and so on.... in Australia they might be moaning about taxes/whichever political party is in power/taxes/flies/the manager of the local Aussie rules team/taxes ... and so on. So why do you expect people not to moan about the local issues here? the weather, the pollution, etc etc ? Seems rather odd!
On balance - there is no one typical "expat" and no typical expat experience. My experience and how I feel now is different from 3 years ago and will be different in another few years. If you feel alienated today, you may feel quite happy in a little while when you have settled in!
I think the one thing we might all have in common though is that we no longer have as much in common with the people we left behind as we do with each other