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I fail to see the connection between more immigration and improved utility. Notably most of the arguments in this regard tend to assume that people are completely fungible and that third-worlders will magically acquire the characteristics of the average first-wolder the moment they cross the boarder.
If I didn't think I'd have higher utility in a different country than in mine, I wouldn't want to move to that country in the first place. Granted, my moving there could affect other people's utility, but it's not obvious a priori what the sign of the net effect would be. EDIT: Most of the obvious externalities are pecuniary, so their effects on total utility cancel out when considering both sides of each transaction (assuming they have equal marginal utility for money).