Of course they do. Because those are the places thag people want to get away from.
But why do they want to get away? For most it is the money. They want to get to places like Germoney because they have the best economic prospects there. But that does not mean they like western societies or culture. That's why they start demanding a caliphate in Hamburg and protest against pubs in London.
And even those that want to get away because of the Taliban could be Islamists of a different franchise such as Shia. Almost all Afghans support Sharia for example.
So even if there is a selection against Sharia among those migrating to US, Europe or Australia, that still could easily mean that 2/3 or 3/4 support Sharia. Which is why it is important that any prospective immigrants be carefully vetted, and not let in just because they showed up at the border or on a boat off the shores of Turkey or North Africa.
The idea that they are therefore likely to want to establish radical Islam in their new homes is bizarrely broken logic.
It is not. Your logic, that all Afghans must be migrating because they reject Islamism and therefore they should all be let in is bizarrely broken. I am not saying keep them all out. I am saying vet them for extremism.
Most of the Jewish migrants arriving in America (or trying to get to America) in the early 1930s were from places where Nazism was rampant. "We should not allow them in, in case they try to establish Nazism in America", would have be an incredibly stupid and illogical position to take back then. Even though
it would have been possible to find examples of German Jews who were fans of Nazism.
But these migrants are not some minority religion in Afghanistan. They are Muslims, as are almost all other Afghans. So Christian Germans would be a better analogy (and just like Sunni and Shia Islam, there is Catholic and Lutheran Christianity in Germany). Were all Germans Nazis? Of course not? Should migrants from Germany have been accepted just because they showed up with no vetting for extremist ideologies such as Nazism and Communism? Should furthermore unlimited numbers of them have been admitted no matter how many show up at the birder demanding to be let in? Of course not! And yet you demand that for Afghans.
And German culture is part of the West, and is therefore much more compatible with cultures of the US and the rest of Europe. Afghan culture is very different and in many ways incompatible. Integration for Afghans into western societies is thus far more challenging (especially if they do not like western culture). When the numbers are large this has the added danger that it will lead to parallel societies.
But it's the exact argument you are making now about Afghan refugees and radical Islam.
Afghanistan has a very different culture than Germany. And I am not even saying to not let anybody in from Afghanistan. But we (Europe, Australia and US alike) should vet prospective immigrants. And realize that because so many Afghans are Islamists, there will be a large rejection rate.