You're considering one case. But in a modern western country, citizenship comes with many benefits. It obliges the country to educate the immigrant's kids for free for 13 years each. It obliges the country to extend its social welfare programs to the immigrant and his family. It's reasonable for the country to want to control what obligations it incurs. You act like its risk-free for the host country, but it's not. You consider the immigrant who gets a job and pays taxes, but what about the ones that fail to get jobs and need welfare?

There are pretty easy ways around this e.g. require new immigrants to put enough money in escrow to cover a trip back to their home country and prevent them from claiming any sort of state benefits for a certain period.

Regardless, I don't really think many immigrants go to another country just to be unemployed and claim benefits, especially for the people we're talking about here (those from developed Western countries who want to come to the US to be entrepreneurs/work in tech), which makes me think people are really concerned about wage deflation rather than anything else.

Once someone is here, sending them back is a challenge.

And there aren't a ton of well-established people from western countries clamorimg to come here. There are some, but the majority are less established people--students, etc. It's a higher-risk demographic than you imply. Entrepreneurship is inherently quite risky, and there are plenty of unemployed people in tech.

Unemployment is not pleasant in the US. I'm inclined to believe that most people from a Western nation would up and leave willingly if they weren't having much success, and that people from less developed nations would too if they weren't able to claim benefits. Being an immigrant isn't easy after all - if you're going to be unemployed it's probably easier to be unemployed in your home nation where you have a support network.