Why Bother?

Our common ground is that his objective is to reunite with his children. I can concede that, ideally, he would raise them in the US. Again, however, in terms of expected benefits vs. expected costs, it makes little sense to go into a dream within a dream within a dream and implant an idea.

You cite the possibility that France's status might be more fluid, but that would be an even bigger problem if he were to reside in the US. His admittance to the US is via corruption. This could be discovered and result in being locked up. His corrupt benefactor is in favor today, but maybe he's not in favor tomorrow. Alternatively, his benefactor could extort another favor out of him.

If France's non-extradition status is a problem, then it's a problem he's continually faced. He should have picked a different country for his home base before the film started. Companies and individuals look at a country's stability before settling in. Maybe a country has favorable tax rates, but it's not a good investment if it's susceptible to Communist Revolution. These considerations should have been weighed. Moreover, it's bizarre that France, the US's first ally, is a country he takes refuge in, but, then, it was probably chosen for commercial purposes: Better to fold the #1 tourist destination than, say, Moscow.