You're conflating immigration, multi-ethnicity, and multicultural. The key factor in homogeneity, which is what translates to ease of governance, is limiting the number of subcultures. Scandinavia and Canada have far fewer subcultures than the US; yes, people may be of different ethnic backgrounds, but they all basically think the same.
There is nothing like the US difference between "red state" and "blue state" outlooks. There aren't huge debates over whether creationism should be taught in schools. You don't have people in the national legislature with radically different beliefs about facts like how old the Earth is. Of course it's going to be easier to govern.