It is a peculiar and paradoxical phrase. A “nation,” as generally understood, is a tribal, ethnic, or historical group. In the era of the American Revolution, a nation, a people, a tribe, and a race were often interchangeable terms. Nation, as the word is usually used by scholars, often retains some of that heritage. Hence a noted academic like Ernest Gellner could write in his book Nations and Nationalism (1983) that “nationalism uses the pre-existing, historically inherited proliferation of cultures or cultural wealth.”
Nationalism presupposes some sort of historical unity. Meanwhile, immigrants are people who come from somewhere else to settle.