If immigrants accept lower working conditions, it negatively effects the already employed natives. Any employer would rather a more dependable employee at half the salary. 

Natives could always capitalize, start their own business, take advantage of cheap labour, but not everyone is capable of doing so, for various reasons.

Mostly a bureaucracy problem IMO. Immigrants are more limited in what they can do, so they'll always accept worse conditions. Natives can't necessary exploit cheap labor. So it furthers inequality, and the poors have to deal with a different culture they might not like.