Western markets are combined significantly bigger than the Chinese domestic market.
For now.
Moreover, it's not just revenue. Profits can often be easier earned because competition is lower and purchasing power is higher. If you're a capitalist, which DJI are, then it's really a no-brainer. I suspect we will begin to see similar behaviour from various EV companies in the coming years. Some are already saying they aim to sell 50% of their output overseas within the next few years.
This is the price of success. Once companies become truly global and successful they begin to think of themselves as "global citizens". It's why many US firms began outsourcing everything to China in the 1990s and 2000s. It just made sense.
The problem is that China didn't stay in it's designated (by the west) place.
The ideal situation for a western brand is that their items get manufactured in China, gets their Western Brand plastered on it and then sold in their own western domestic market for outrageous margins - A margin of 6 is quite common in stationery, ie. for every $1 ex-factory, the item retails at $6 in their home market because comparatively, a similar product will cost about $3 domestically and retail also at $6.
What the west didn't quite forsee is that in feeding the beast, the Chinese manufacturers climbed the value chain. From ODM to OEM to f-it, I'm gonna sell my own brand. I started doing business with Chinese manufacturers about 20 years ago and it was quite the chore to convince them to sell their own brand overseas, 99% of exhibitors at the Canton Fair only wanted to do 贴牌 business, literally "stick your brand" business. If I had to generalise, these manufacturers did not have the confidence that a Chinese brand will be accepted in a foreign market and it was too much effort to make it so when the 贴牌 was so easy and so good. Over time, that attitude has changed and we now see the likes of BYD, DJI, etc. being an absolute global giant with a fully China made and branded identity.
What has caused the house of cards to totally collapse for the western capitalist is that it is not only in the top end that Chinese brands (BYD, DJI, etc) are achieving global parity but especially in the bread and butter "brandless" products being pushed through Amazon, AliExpress, Shein, Temu, et. al. Note that when these platforms push China products directly into western market, they are often being sold at China+ prices which will be about $3 and this is where the lunch is being taken from almost every single western manufacturer and brand owner and hence the panic. The fat days of 6-fold mark ups are gone and the lack of ability to even be competitive with home grown variants is the nightmare they are starting to realise. They are rightfully shitting bricks at being economically beholden to China.