> But a lot of skilled labour left anyway
The UK has had a "brain drain", but it's as much UK citizens as migrants. Economic migrants migrate.
> But also highly paid people have spouses, children, parents and other relatives. Once you are told you barely cleared (very high) criteria, you can be pretty sure your retired parents won't, if ever you need them to move in with you.
Skilled immigration is sold in almost all of the West as a necessary demographic cure. The classic "we're getting older and there is a labour shortage of working age people". The retired parents were never a part of the deal, and are of no interest to almost any Western country. Obvious given that it completely annihilates the justification for bringing people in in the first place.
So if these skilled workers aren't moving to the UK because they can't bring their retired parents, then presumably they aren't also choosing the US, Canada, Germany, etc., given the same situation.
Canada does have a family reunification program but it is not only spectacularly unpopular among the Canadian public and likely to fade away, it allows for a tiny number per year.