One basic reason is that immigrants often find it easier to open a business than interview for jobs. It's hard to answer the question "tell me about yourself" in a culturally relevant way when you are still learning the basics of your new non-native language. Opening a business requires a nominal amount of money in fees and filling out a form. Living off of your savings while trying to impress people who don't seem to be hiring you gets unattractive pretty fast, so if you're gonna work hard, you may as well do it for yourself.