Well this isn't quite what you said, is it? Yes, "white privilege" is a thing in a lot of places. For various reasons, mainly America's status in the world, a lot of people think of being white as a big deal because the overwhelming assumption is that you're rich. That's quite different to saying that white people have "most of the power" in those places.

But again, there are countless other things this is true for. Being a native English speaker (again, the overwhelming assumption if you're a native English speaker is that you're rich. And, of course, relatively speaking you usually are), being good-looking, being able-bodied, being intelligent, being socially adept, having been to five of those countries myself, I can assure you that these things carry just as much currency as being white there.