It used to be that simply being a democracy was giving quite a bonus, some Chile for example was a massive magnet for migrants, now it's more linked to reforms.
In the beginning Mexico is not that democratic compared to others so they don't get much, and anyway there's not that much migration early game (but it still adds up if you're able to get it). Unemployment is also an important factor that deters migration.
Around the 50s US will enact "50 acres and a mule" giving them a big bonus to migrant attraction. Then after the 1870 France can enact a decision to give them the statue of Liberty and that's another strong bonus they get.