Is that surprising? The Confederate economy was absolutely destroyed by the Civil War. From my understanding, there wasn't much work even for the Confederates let alone immigrants.
Yes, I found it surprising when I first learned the fact (in the 1970s), because immigrants were pouring into all other parts of the United States in large numbers at the time. That includes places that were wholly undeveloped wilderness and also places that were battlegrounds outside the borders of the Confederacy.
It's even more surprising to me now, after years of reflection on my visits to Hong Kong in the 1980s, because the plain lesson of history is that welcoming immigrants is an excellent way to build up a destroyed economy and to provide more work both for the new arrivals and for the people who were already in the place that welcomes immigrants. There wasn't "work" (preexisting jobs) in the places where my ancestors or the majority of immigrants settled either, but there became work to do as the new settlers arrived.
I don't know much about Reconstruction, but I assume that word got around fast that states like NY would provide a lot more opportunity than a place like GA. That said, I'm sure there were immigrants who went down there. From the little I know the Confederate States were smashed beyond recognition (not everywhere, but certainly the big cities).[1]
Also consider that Northerners who went South were looked down upon by Southerners. I assume they didn't look at immigrants in a much better light.[2]
[1]https://en.wikipedia.org/wiki/Reconstruction_Era [2]https://en.wikipedia.org/wiki/Carpetbaggers