Earlier quoted context omitted.
Capitals tend to attrack most inmigration. As an anecdote, my son's primary class in Madrid had more than a third of inmigrant parents, including Russia, Iran, South America (most) and Morocco. The question, at least for me, is not where you come from, but how well can you integrate. Latins have it easier because we share the language.
Not all capitals - it is a question of policy. Tokyo, for instance, seems to be very different.
In Spain is just a matter of opportunities. It's easier to find a job in big cities.