A lot of the foreign players return to their home country once their career is over.
Also - if you talk to a jai-alai player that has been doing it for 10+ years, most of them are burnt out on the game.
They're tired of playing so many games every year, often having to move multiple times per year - and for contracts that don't exactly make them rich. They have little to no job security from year to year and all the while have fans cursing at them every night telling them they suck.
After years of that many players who retire simply say good riddance to the game.