I don't know if you're confusing it with Austria, but Australia is already an multi-ethnic, multi-cultural country like Canada.
A lot of the countries in Asia and Africa are already multi-ethnic or multi-cultural.
Japan, South Korea and North Korea are a special case, because they've been heavily influenced by the "racial purity" ideology of the Empire of Japan, which was influenced by... Nazi Germany. They've basically copied their ideas from the Nazis. Before that, there were no concept of race or ethnicity or nations. People belonged to certain clans or fiefdoms or tribes, and they were loyal to them. So they needed something, a fictional idea to unite people to create the concept of a nation for the war efforts.
Most countries pretty much only accept highly-skilled immigrants. The US being one of them.