Countries like Denmark, Switzerland or Netherlands indeed offer very good quality of life but the language barrier is substantial. Tons of people know English as a second language and almost no one knows, say, Danish as a second language.
> Deal with your mess instead of extending it here.
This is exactly the justification for all the anti-immigration policies, the idea that immigrants from foreign countries have extended the mess that is in their home countries to the United States, and the only way to prevent it is to prevent those people from having the right to settle permanently in the United States.
And there is the fact that countries like Denmark are tightening up immigration even tighter than the US. The EU countries that tried a more open boarder quickly realized how it can spiral out of control.