Probably because there's a lot more welfare in Europe.
I doubt that.
If welfare was the issue sweden would be doing worse than france.
Also:
Countries that had considerable "guestworker" migration in the past, for example, and then heavily restricted migration - such as Germany and France - tend to experience negative fiscal impacts of immigration using accounting methods, as these are measured after most guestworkers have retired, at a moment when their pensions receipts will more than offset the social security contributions of the smaller cohorts of immigrants currently working."