If we captured them from another country and tortured them, why the hell would they want to live here?
You assume quite a bit.
Like, the torture bit. Seems to me that the chain of events that has lead to his desire to live in the USA is as follows*:
1. Dude picked up on intel showing he is part of a muslim terrorist org based in China
2. Dude treated very well in captivity, so much so that he not only gains weight, but he wants to live in the USA.
BTW, dude was captured not from HIS country, which is currently marked by the borders of China, but in a third country.
* Hey, as long as were assuming facts not in evidence, we can drag any old thing from our fourth points of contact.