If funds are provided to construct a road in most western countries, they might take some money and construct a less fancy road with cheaper materials. In African countries, they steal all the money.

It's the African situation precisely that doesn't require any explanation at all. And yes, I know how bad it can be. A cousin of mine spent a year as an exchange student in Namibia. It was a lesson in how to live in a state of total lack of trust. The circle of trust in many African countries appears to include family members and friends exclusively. From that perspective, it is perfectly logical and, in fact, the right thing to do towards the only people who matter to steal as much as possible if some strangers have been foolish enough to entrust any money in one's custody. It is the African situation that is the natural order of things and makes perfect game theoretical sense. Everybody following "Always betray" in a tournament of Prisoners Dilemma is a Nash equilibrium, that is, a state where nobody has anything to gain by changing strategy. It is a truly hopeless state of affairs unless something radical comes along.

I believe that one game changer could be the blockchain or other cryptographically secure distributed ledger technologies designed to produce consensus in a fully trustless environment. If Africans are unable to build mutual trust(worthiness), then their next best alternative is to rely on distributed consensus algorithms designed to work even if every actor is assumed to be hostile.