How not to integrate immigrants

Exile has put up a must-read post regarding a recent OECD report titled The Labour Market Integration of Immigrants in
Denmark, and in the process of vivisectioning said report, Exile found and commented on this paragraph:

Labour market outcomes for immigrants have been significantly below those of the native-born
for more than two decades. This is partly attributable to the fact that immigration to Denmark has been
strongly dominated by refugees and family reunification – groups whose labour market outcomes tend to
be not as good as the native-born or economic migrants in all countries, particularly in the early years of
settlement.

Exile has this to say on OECD's newspeak:

They are correct in the statement that immigration has been strongly dominated by refugees and family reunification. Read "economic refugees". I emphasise that point by referral to the next point concerning welfare benefits; "...Denmark’s relatively high social benefits". In other words, if you don't want to work, you can make a healthy living by importing your family and having many children. More dependents, more money.

Exactly! Which brings me to this post.

I work as a blue-collar laborer and earn around 20,000 (roughly 3600 US Dollars) Danish Kroner a month, which isn't all that bad. (Then again, that leaves me with less than 11,000 Kr's after the tax-man produced first his pistol and then produced his rapier and robed me blind. Not that I mind, though. I'm sure the the nice men and women in the administration are doing a lot of good with my money. But I digress.)

Recently, a gentleman from abroad was presented to me by my boss: Could I please see if the man i question could perform well in an ordinary job? He had been sent by the municipality in an effort to take him off the dole, and the firm I work for had agreed to see what they could do. As a faithful employee, I naturally took on this assignment.

The gentleman turned out to be of somewhat lesser quality than the other colleague's I work with: He was constantly ill, couldn't do this, couldn't do that, every other day he would ask for time off to go to hospital examinations. He had been a policeman in Afghanistan, and for all I know, he could be suffering from PTSD, that's not the point. If he's sick, he's sick and should be treated for whatever ailment he may be suffering. But as the foreman in charge, I soon had to let him go.

No, the really bizarre thing is this: After having been granted asylum some years ago, the former member of Kandahar's Finest brought his wife and a herd of children to Denmark as was his right under the Re-Unification Act. The municipality installed him in an apartment with room for a pony, not to mention the kids, and have been covering his needs ever since by forking out 24,000 Kr's each and every month. The income he may earn in any new job will be deducted from this sum, which may or may not have been have been one reason for his deteriorating health.

I'd like to stress that it's not the behavior of this individual I find perplexing. On the contrary!

My question is this: Can anyone please explain to me, why an immigrant would find it attractive to find a job to support his family, contribute to his new society by paying taxes etc. and find pride in standing on his own two feet, while in the process loosing at least half his previous income?

If anyone can, please let me know. There may be an open slot as Minister of Integration in the Danish government.