You've got to be kidding!! Where the f...k are they heading for if not to the welfare states of Germany, Sweden, Norway, Italy, often passing through countries with little or no welfare payments.
They go the NW European countries because they have exaggerated and essentially incorrect notions about immigrant welfare entitlements. There are many myths propagated by the opponents of immigration, and one of the biggest is that anyone who enters, say, the UK, is immediately entitled to all kind of handouts.
This is simply untrue, and a casual Google search will easily inform about the real situation. Hint: welfare entitlement depends crucially on the status of the immigrant. Immigrants from non-EEA states (who are the people being discussed in this thread) who are subject to immigration control (and most will be) are not normally entitled to means-tested benefits such as income support or housing benefit.
fG