I am not sure if immigrants to America have more alligiance or not. I think part of the difference is in the culture. American culture tends to wear patriotism on the sleeve more than in a lot of other European countries. The whole "I pledge alligiance to the flag" at every American class room and the whole mythology around "greatest country on Earth."
After living in the US, I lived in the Netherlands and noticed that Dutch people simply don't have the same strong urge as many Americans for the Netherlands to be the best country or the most amazing.
In the US I found that people sought much more confimration from me that America was indeed the greatest country on the planet. I think it contributes to my decades long love/hate relation with the US. I have been fascinated and consumed by the US for decades. I once wanted to make it my home country. Yet, there are some things that really just rub me the wrong way.
I have tried to reflect on American patriotism many times because patriotism is also very strong in Norway. And you can bet Norwegians love to hear that we are the best from foreigners. Yet actually trying to solicit such an endorsement from people is on another level.
It is also why it can be hard to generalize about integration in Europe. I would say the approach to integration in Europe varies quite a lot. In Norway you may see attitudes among immigrants more similar to what you see in the US, because Norwegian are a lot more patriotic than say Swedes, Germans or Dutch people.
Our national day 17th of May is also considered by many as very inclusive towards immigrants. And you can see that on people. We wear traditional national outfits that day and many people of foreign origin like to combine the Norwegian traditional garments with things from their own heritage. I think one of our Kings speeches on that day "Norway is one" really emphasize that: https://www.youtube.com/watch?v=GTWvGreBj5c
It is a video with interviews with many Norwegians of immigrant background about their sense of idenity and connection to Norway.
Still I don't think necessarily Dutch immigrants feel less Dutch. It is just that you don't express national pride in that same way. Look at immigrants in some other proud small countries. I think you will find a lot of proud black and brown Scotish people.
I have with some interest watched many African-Americans living in Germany. They seem to love it. Yet expressing German patiortism is a hard thing. Germans themselves struggle with that given their dark past. Yet lots of people absolutely love Germany even if they cannot put the word "Proud to be German" in their mouth.
