I was just checking that out today I had the same question you did and there it was right in my Social Security account one click away easy option to change your direct deposit 
I was in my Social Security account online just a few hours ago and they had an option to change your direct deposit information to any international banking account so you’re wrong 
you’re not getting it what people are trying to say is it’s very difficult to keep that home address especially after you sell and move don’t you get it 🤷