Why are blue states pro mass immigration— sometimes to their own detriment?

I’m a lifetime democrat but have never been as liberal on immigration as my peers. I live in New York now, and am baffled by the city’s commitment to mass immigration, which I read has cost the city 10 billion dollars the last two years between undocumented immigrants and asylum seekers. The cost of living in the city is absolutely brutal, public transportation hasn’t improved in decades, and the homeless epidemic is a giant problem as well— same applies for California. CNN reported polls on ABC, CBS and NY Times that almost 60% of Americans want all illegal immigrants deported (the actual number is much higher as the poll is done by left leaning media outlets) That being said, why do these cities continue this commitment to mass immigration, and sanctuary cities protecting illegal immigrants in prison, even if it means more ICE agents in the communities? Is there anything in it for the politicians? Is it just for cheap labor? Is it to secure millions of future blue voters?