I've always believed that there is more than a little self-selection behind this. My theory is that the type of person willing to uproot themselves and leave behind family and friends is fundamentally different than those who stay behind and stay on the dole. The first group is composed of folks willing to take a big chance and work hard to better themselves and make a life here.
I've noticed the same thing within our borders. Retired now, I ran a business here in the rust belt. As the economy stayed in the doldrums up here, the character of the available labor pool noticeably shifted. The young go-getters mostly have gone to Texas (and recently western North Dakota). That group is notably different than those still here, living in their folks' basements.
And though I’m against illegal immigration, firmly believe that today’s illegals and their descendants will end up being very successful in the US given that they had to undergo an even tougher journey to make it here than legal immigrants.