For all the talk from U.S. politicians about encouraging innovation, it takes the Russian to come here and put his money where his mouth is.
If "The Russian" comes to the U.S. to make an investment is because the U.S. has done a really really good job in terms of policy to make it easy and convenient for foreign investors to bring money to the U.S. now they (gov) need to do the same for talent/entrepreneurs.
Can be parental, culture, education, standard of living, etc.
That's a pretty strong statement, but even if we take it as an axiom, I think that it isn't migration that concentrates it -- people migrate from everywhere to everywhere all the time.
I think it has more to do with having gone through some hardship, and (selection bias) having done so successfully, makes people better at taking risks.
There's a statistic that says that a huge number (ten percent or so) of immigrants immigrate again to a 3rd country.
Someone who never immigrated would think "all that trouble, again?". Someone who [successfully] has thinks "Well, that wasn't so hard, we can try that again".
Also, I'm offended by your last sentence. You've obviously not immigrated to america recently. I have, and it wasn't easy, nor was it cheap.
And if you take offence at random remarks by strangers on the internet, you should have a long talk with yourself.
The anti-intuitive thing is what others have said: migrants are bolder (entrepeneurish) or they have some requested talent.
These are investors with a large number of connections in the silicon valley world. My assumption is that they have some extremely well-informed spreadsheets about past YC company performance.