There are various reasons why political leaders might look at the unemployment rates of other countries. However, the main reason is that they want to compare these countries to how their own is doing.
Unemployment rates are a very clear indicator of how a country's economy is performing. If the unemployment rate is high in many different countries, then an international factor, such as an economic crisis, might be the reason. However, if the unemployment rate of his own country is much higher than that of other similar countries, then it might be the consequence of some internal problem.