I'm perplexed that you don't draw a distinction between ethnicity and religion when it comes to immigrants. Do you see this as the same? I agree that every immigrant population is often subject to racism. I am Tatar. In Russia I'm called a black, in the US I pass for white, but people assume I'm a mail order bride. It's unfortunate, but beyond my accent, I am your typical American, and I normally get treated as such because I adhere to the culture.
Islam is most certainly not compatible at its most moderate form with living in the West. How do I know? I grew up Muslim, and most of the people in Tatarstan are fairly secular. Despite being Sunni, there are no jihadists coming from there. I get that there is a vast ignorance of what Islam is and is not in the West, but just because it doesn't always have to involve depraved acts of violence, still doesn't mean that it is at all compatible with Western life. If you are Scandinavian, then you should recognize the peace that secular values and atheism has. It is rather obvious that Muslims, from any ethnic background, are primarily incapable of assimilating, especially in large numbers.
As for quality of life US versus Scandinavia, I think you are a bit off. Minimum wage is more than enough to get by, in fact, people making minimum wage here take home more than your average worker in Sweden. That's not to say there isn't a value being returned by tax money in social services that is greater, but the difference at the bottom of society is more of a lifestyle choice than a financial one. I would rather be poor in America, than in Sweden in most situations. In fact, I'm poor now. I made -$12 an hour last year, and the year before than I made about $3 per hour. I run my own business, and would absolutely love to have a guaranteed minimum wage from the government. That's not going to ever happen though, even in Sweden.
I would politely disagree about doing business in Scandinavia, especially Finland in Sweden where I have ties with Russian friends who escaped there. It's a nightmare. You cannot even open a bank account unless you are a resident, even you are an EU citizen. That's about as business unfriendly as it can get. I'm not saying it is going to be a poor experience for every business, but you need to have very good local knowledge, because you are unlikely to get anywhere without bending some rules. Something that is difficult, because on the upside, things are relatively uncorrupted, which is good.
You raise a good point about hours being meaningful to quality of life. I can agree with you, but this variable also works into my opinion that Scandinavians are lazy and kind of solidifies my point that all the innovators are leaving. Making anything great happen takes an immense amount of time. I work between 10 and 16 hours per day, every day. My breaks and periods of creative block are spent arguing on the internet because it is related to what I do. I know not everyone in the world is suited to entrepreneurship and working every waking hour for now years straight without much of a profit. If I had a different mindset I might make working six hour days a priority to, but the culture of America thankfully values such a work ethic.
Finally, forgetting to addressing you about NAFTA, it's simply misleading an untrue the link you provided. It's not your fault because you would think that the source you cited was reliable. Unfortunately it is just propaganda. I live on the US/Mexican border. I have attempted to source products in Mexico, and I literally hear the giant sucking sound everyone talks about. It's been a fantastic success story for Mexico, they have more than doubled their purchasing power as a nation since NAFTA. The may have even inflated the value of American companies who increased their mid-term profits, but I assure you all the factories that have been put in Mexico have had a terrible effect on the middle classes here. I support the EU and free trade, but NAFTA is more or less a unilateral deal for the US, and Mexico gets to call the shots.