I thought I'd more or less covered that in my previous post
Often they would prefer to remain in their country of origin. But usually there is no choice.
If there is no choice and they survive and prosper then relieved is more appropriate than grateful. I am talking of 1st generation immigrants. They gracefully accept the situation.
I think that it's the 2nd & subsequent generations of immigrants that have been offended, affected and generally alienated for suffering the amount of abuse and prejudice given out by others (indigenous as well as other immigrants) and seeing their parents suffering that kind of abuse in silence.
Why should they be grateful for that?