I assume – and so do sociologists – that there are a complex array of reasons for this difference. The most obvious one is that historically we are a nation of immigrants, while European countries are not.
There’s something else that should be put in the mix, though – something distressing. In most countries, immigrants – leaving out those from the trained, educated middle-class – find themselves, on arrival, at the bottom of the ladder, economically and socially. Immigrants who arrive in the United States, however, are not at the bottom of the ladder. They already are on the first rung. The underclass, primarily urban and black, is at the bottom.
Gunnar Myrdal coined the term “underclass.” He defined it as a "class of unemployed, unemployables, and underemployed who are more and more hopelessly set apart from the nation at large and do not share in its life, its ambitions and its achievements."
A newly arrived immigrant to the States may face discrimination, but not as much as does an inner-city black youth. A newly arrived immigrant may not speak the language, but – motivated as he must be (since he took the trouble to immigrate) – with help from friends and from English-as-a-second-language classes, he might in a year or two find that he can express himself in English better than a native-born member of the underclass. While there may be an underclass of some sort in an immigrant’s home country – unless he has immigrated from Europe, where social legislation, admirably, has pretty much eliminated the phenomenon – simply because he has aspirations, has hope, he does not fall into that category.
For an American secure in his place in society, an encounter with the urban underclass might be disturbing, frightening, embarrassing, or inspire him to work for social and political change (most probably, all of these things). A new immigrant from Pakistan or Honduras or Somalia might have the same reactions, but they also will be accompanied by a sense that he is, after all, not the most despised of Americans. There are others, American citizens, in fact, whom society treats far worse than him. This realization cannot help but be a comfort and encourage his assimilation.