The West is corrupt, but in a different way. Politician can be bought for certain projects, people who control the flow of money can be encouraged to let it flow more one way than the other, etc. But trying to bribe a policeman can land you in serious trouble. It's better to pay a $50 fine than try to bribe them with $30 off the books. In other words, in Western society, middle-class corruption is perhaps not really worth it (on average). The stakes have to be much higher than that.
Developing countries have more widespread corruption, in that it is part of everyday life. If you want your passport renewed, you have to bribe the clerk, otherwise it will take 1 year. If a policeman stops you, they may well be looking for a bribe and you can make things go much more smoothly by acquiescing.
I'd argue that low-level corruption is more immediately annoying to everyday life, but it is the high level corruption that is the real pervasive worldwide issue. In the same way that pickpockets are annoying, but a single corrupt government can plunder the public finances and run the country into ruin.
Who do I gotta donate to? Which ZIP code do I gotta live in? Which special "membership plan"/recurring bribe do I have to pay to get access to decent social services?
America in particular has institutionalized corruption so that it no longer resembles the bespoke form practiced in developing countries. Media portrayals plays a big role in this. After all, what is corruption but allowing market forces to rule over human rights, justice, and essential public services?