For these people, it is about first loyalty to the existential Us, whether they are right or wrong as defined by an existential Other. The immigrant people are correct. The liberal democratic multicultural state is incorrect and so it burns.
For these people, it is about coming to a country (or being born there) that offers them plenty of opportunity to educate themselves and make a positive contribution to society. Those people then turn down or sabotage all those opportunities and instead emerge themselves in a fantasy world fueled by gangsterrap music and glorification of anything that can be considered anti-western and thus anti-social. I agree with you that it's our unnaturally constructed liberal democratic multicultural society that offers them all the tools to create such an environment for themselves. But the question remains: how come white culture usually stays out of these things and multiculture seems to be the most receptive to these negative impulses? I believe it's more than social-economic circumstances; I believe it's simply the sense of identity these people have.
I disagree with you condoning their behavior and I disagree with your suggestion that these people are right for embracing a gangster identity and lifestyle. Systems don't fail their people, people fail their systems. Politicians need to realize that liberal democracy, like any other government system, needs to be enforced with strict oppression of any form of insurgence.
Once again: I dislike liberal democracy, but I would respect it a lot more if they'd drop the hypocrisy and started laying down the law for everyone.