It's really ironic Trump won most European ethnics when at the same time barely any European country would have voted for him. Vast majority of Europeans wanted Biden to win. Trump would have been wiped out in Scandinavia, Germany, France, Austria, the Netherlands and even most Southern countries.
I don't think the origin is as important as nativism vs non-nativism. The ones who most identify as natives are more likely to vote for preservation of self-interest instead of looking out for minority groups. You can see that those who plainly identify as "American" were most likely to vote for Trump.
Also, once immigrants live in a country long enough, they tend to align their views more uniform to the standards of the country.
I also speculate that some sort of self-selection in immigration is in play here. The ones who tend to immigrate tend to be disproportionately more Christian than their native counterparts.