CBD,
The reason is, as Dottie well pointed, is that often we get this rude 'well if you don't like it just leave'.

Not all countries' depend on foreigners the way Qatar does.
Which other country (outside the Gulf) has 90% of foreigners? Which other country has no taxi driver, no shop attendant, no baker, no labor, no cleaner, no many other things from their own nationality?
This just gives you the abnormality of what Qatar is and how more thankful and respectful some Qataris should be towards those foreigners - who are actually the only reason Qatar is Qatar.