Simple answer?
I've pondered why some immigrant groups are loyal and some aren't. For example, in WW2 the Americans of Kraut origin were largely loyal, while the Americans of Jap origin largely supported their homeland with sabotage and espionage until FDR wisely rounded them up.
The main answer, it seems, is quite simple. If you came here because you were
kicked out of the Old Country, you're going to be strongly loyal to the New Country. If you came here for other reasons (voluntary or not) you still belong to the Old Country.
The Krauts in the Midwest were kicked out of their Old Country, or emigrated when they could see the kick approaching. Some were Protestants persecuted by Catholic princes, some vice versa. The Mennonites had first moved to Russia to avoid persecution by Catholic
and Protestant princes, only to be persecuted again by Orthodox czars.
The Japs in California were not rejected misfits in Japan. They came here
for the money.Now apply this rule to modern Europe. The Mohammedan minority (soon a majority) in France, Germany and England were
not rejected by Turkey or Algeria; they came to Europe for the money. So their loyalty remains with Allah.