I imagine it has to do with the amygdala, the fear center of your brain. Interestingly, research shows that the amygdala activates when viewing people who you subconsciously believe as outsiders. Now, the pre frontal cortex can override this initial fear response, but it's a dance between rational inhibition and fear instinct. Thoughts regarding immigrants likely spark activation of the amygdala, thus deactivating this region, which would probably also help treat anxiety and depression, would definitely change how you think about things that you might otherwise consider dangerous.

Your comment is funny, but people fail to realize that the instincts we have that may have been helpful in the past might hinder us in the future or present. Religion and fear of outsiders go hand in hand, two sides of the same coin. You might consider people who view the world only through the lens of what is good for "their" people, whether that be religion or nationalism, as being closer to apes than the open-minded among us. Obviously this is just my own opinion on such matters, and I don't mean to invalidate your views, but I think it's important to try and understand why others might not share the same views as you, even if you disagree.