I think talking about averages is somewhat misleading. There has been a steep upward trend in the US and Europe. In the 1960s we'd be talking about less than 5% for the US and Europe so that is a big change. It's fair to say that there have been major policy changes over the past 50 years but it's misleading -- I'm not accusing you, just pointing out -- to say it's an average because that implies a steady state.

I don't think USA/EU is at 15% yet. Europe trends just a little less than the USA (at least from 2016). I was just skimming this article today (below). I may have misinterpreted it so feel free to set the record straight. See Fig 1.

Peri, G. 2016. Immigrants, Productivity, and Labor Markets. Journal of Economic Perspectives, 30(4): 3–30.

Canada and Australia have had very high rates for a long time. Australia's is higher though. I'm not sure why Peri chose to combine the series because they are quite different but higher than the US.

The AU/NZ (and Canada too I suppose) cases are interesting because they all have very overheated housing markets and prices are historically high relative to average wages. The USA went through a market correction and let the housing bubble burst but these markets did not. I've heard it argued that increased immigration to major housing markets is considered to be one way to keep the construction industry and house/rent prices sustainable. I'm curious if anyone has any thoughts or insight into this.