They just worry for you that's all.
Your parents obviously had to sacrifice everything they knew. Believed in. Everything they thought was right. In order to get you this opportunity in a foreign country.
And doubtless there are aspects of 'ritual teen life' that they find hard to comprehend since it clashes, violently, with all they were brought up to believe!
Then there's the dynamic between the traditional ways of your folks. And the new, modern ways of your generation!
Often they just will not mix. !
But. If you consider yourself to be a good man. If you consider yourself knowledgeable of the dangers of alcohol, drugs, women! Etc. then it's time to sit your folks down and have 'The chat'.
Something along the lines of.......I have to tell you how greatful I am for this opportunity, I understand that you are worried and fear a lot of things that are alien to your culture and belief....etc.
But at some point you are going to have to trust my thinking and my judgement.
Which is what I'm asking of you now!"
Time to be your own man!
They may not understand it. But they will appreciate it.
Good luck !

That sounds really difficult :/ I am sure that they deeply want what is best for you (and think they know what is best for you) but they're not really considering what you want in life are they? I imagine they're not the kind of parents you can just sit down and tell them how you've been feeling.
They may have control over your life for now, but when you move out they can't do it anymore. I know it's not helpful but it's the light at the end of the tunnel :/ hope yoi figure it out.

I honestly understand. My parents are the same. Just move out ASAP and live your own life.

I basically wanna party and do shit for myself but my parents are too old fashioned