... Norway, Sweden, Australia, New Zealand, Spain...
The US immigration rate (immigrants/year/1000 pop) is significantly lower than all of the above. Norway and Spain are the top two in terms of rate. Australia is 21% foreign-born (excluding Brits and Kiwis), and NZ is not far behind. The US is only 14% (with no exclusions) - not much more than the UK's 12%.
I realise that these are 'just numbers', but the experience stacks up as well. NZ in particular is famous for its very welcoming attitude to migrants - they actually have a problem in that people use the easier-to-get NZ citizenship to 'hop' to Australia, where there's a better economy and hence jobs; thus NZ spends a lot of resources training new citizens in things like English skills, only to have them 'brain drain' away.
So this "advantage" you mention is somewhat double-edged depending upon where you are.
> It's almost as if we welcome you with open arms.
Perhaps there is something being lost in cross-cultural language or sarcasm, but I don't think "We might be racist to you, but we're way worse racist to this other group, so you have it good, really" should be expressed as "..as if we welcome you with open arms" and "You have an advantage...". Both of those are traditionally very positive expressions and you are applying them to fairly negative actual events.