Because it hasn't been in the places where it was measured adequately with a similar makeup.
And typically it's not even close.
You can find papers on this from the netherlands (look up borderless welfare state, university of amsterdam), denmark, etc
Certain demographic historically brought in to work(morocco, etc) cost on average few hundreds of thousands.
This mostly trough abysmal employment statistics (the majority of non eu migrant women here in brussels is neither working nor looking for work, among men it's still >30%) and lower income employment which also costs the country on average.
And this is despite a whole hosts of internationals that come in for the higher paying jobs at the international companies, etc.