A good point and a difficult question. People come to rich western countries because they're rich western countries, with freedom from the government bugging you about what you like or who you worship, not to mention an astronomically high standard of living.
But if you impose sharia law on the whole country, it ceases to be a rich western country. Or if you vote for politicians who talk too much about the power of God or the of the government, then that will be problematic as well.