You mean beside the skin color response you want me to give you so badly?
Some because they don't want to - as showcased by the continued existence of Chinatowns across the US. Chinatowns that by now keep alive a culture that has all but been extinguished in China itself ironically.
Some because it's the easy answer. When you go to a land inhabited by a peoples whose language you don't speak, who's culture you don't share, and you're not alone, what happens? you stick to your own people. You form a ghetto. You open a church, temple or mosque for your own religion, you keep to your own people, you speak your own language, you treat the people in whose land you now live as the "other" and they do the same to you - and as we all know that has never resulted in any kind of bloodshed, or mass murders or genocides...
Sometimes people do asimilate, unfortunately, I'm going to guess the following is not the kind of assimilation you'd champion: https://www.dailymail.co.uk/news/article-431948/Yorkshireman-share-DNA-African-tribes.html
Here's the truth, a few people can assimilate completely in a given society, especially if they're immigrating with the express purpose of assimilating into the local populace. What is happening now to Europe, to the US... migration at that level will not result in assimilation. Mass migration doesn't result in assimilation, especially not when there's a fertility differential between the incoming population and the native inhabitants. What happens is a population shift. It's a cultural replacement.
And when two cultures occupy the same space, well, we've all seen what happens. If Japan does the same mistake Europe and the US have done the result will be the same for their culture. And that won't be it's celebration or it's advancement. Unless your particular definition of advancement includes into the history books as a footnote.