I was born in Australia, my mother was born in Scotland. In my mind, that makes me a second generation immigrant. I never thought of my mother, or her parents, as "expatriates".
A lot of Australians who immigrated from the UK and Ireland identified themselves as "immigrants" not "expatriates".
But in rich countries that are old enough to have a population that already forgot they probably also came from elsewhere (populations have always moved around, replacing, killing, and/or mixing with the locals), recent waves of immigration are always from poor countries with a very different culture/language (so that they have trouble assimilating, getting jobs, contributing and so on... and many end up giving up and start to feel marginalized, causing some to appeal to crime) which made the word immigrant have a very negative connotation... hence the need for people from other rich countries to distinguish themselves from those poor people and call themselves something more respectable like "expats".