All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger.
The Prophetic narration which you referred to in the question is authentic and it is narrated by Abu Daawood and At-Tirmithi . There is no doubt that there are many disadvantages resulting from residing in a non-Muslim country, and many harms affecting one's religion and especially one's family's religion, and this is a well known matter. What you did by migrating from that country was the correct course of action to take, so you should be delighted with it, and we ask Allaah to bless you, your wife and children with piety and righteousness.
As regards the statement that migrating from that country is not an obligation and making this a general case, then this is not correct; as the ruling about migration differs according to different circumstances as explained in Fataawa 86405 and 81642.