Note: this post has nothing to do with the murder in london.

You guys are seeing this all wrong.
It is not the state policy (welfare or not) or multiculturalism.
It is simply about how people are taught values and how they perceive the world.

An average American is a friendly, outgoing fellow who will do business with you if there is good business to be done with you. your national origin means nothing here. The fact that you dress differently or have a thick accent is not really a bar once it comes to doing business. Folks open up about politics in person only when they feel comfortable with you. There is no expectation to integrate and conform. You have the option of being economically productive (and rich) while not needing to conform.

An average european or australian or japanese is very tribal. He wants to classify you and fit you into his preconceived notions. While his state may be immigration friendly, he definitely is not. His view of the world is pretty racist (as in race based), he is taught to conform from his childhood and he expects the same later. He will be dying to know your national origin and background much more than wanting to do business with you. More than business value, how you look & act is more important though it hurts his own interests. His society has gone thru a lot of churn to make sure there is homogeneity in his lands, so he is simply not setup to accept you in his society. Get to know him, make him comfortable, and out come the racist views on some other ethnicity.

My point is: while european states look very immigration friendly, the european people are simply not willing to accept immigrants. The same does not hold in the United States. And this is a key difference.

My source: personal experience as somebody who does not look either european or american. Obviously highly subjective, but more accurate than what you hear the talking heads on tv or the politicians say.