They are the ones asking to live in a different country. The burden is on them to demonstrate why they should be allowed to live here, not on us to prove why they shouldn’t.

Let’s say I want to come live in your house. Do you need to prove to me why I shouldn’t be allowed to do that, or do I need to prove to you why I should? If I make speeches and write articles about how you’re an evil person and we should burn your house down, does that make you think it’s a good idea for me to live with you?