I odn't believe you are unique in this situation but it is just difficult to find some EMI which accept non- EU citizens. In the past it was the USA that restricted access to EU citizens and there was a huge drama now it is the opposite.
if you country not blacklisted by eu/us. you can open personal account in some emi (look the link above choice emi that accept all customers from all countries).
But the Visa/Mastercard it's the problem, because emi can send their card only to eu address.
Most of emi want address confirmation like utility bill.
Revolut for example don't ask me for address confirmation. But after around 8k turn over ask me for tax declaration and resident permit (I have none eu passport).
Luckily not all emi behave like Revolut.