If your theory regarding immigration were correct, then Canada, New Zealand, Australia, and Israel wouldn't all rank significantly above us.  All of those countries have a significantly higher percentage of immigrants than we do.  And Norway's and The Netherlands' aren't much lower than ours.  Also note that many countries below us have lower immigrant percentages than we do.  No - you can't blame this on immigrants.  

We get especially hurt by our low perception of corruption - no surprise given our politics.  And we get hurt by our lower freedom to make life choices, despite all of our chest-thumping about 'freedom'.

It's all here:  https://s3.amazonaws.com/sdsn-whr2017/HR17_3-20-17.pdf