Because there are downsides to immigration, as well as the upsides. I do feel that overall, the upsides outweigh the downsides, but am aware that the downsides are disproportionately felt by the working classes, not the middle classes.
Because none of the main political parties are all that fussed about the working class vote, labour takes it for granted they have no alternative, libdems and Tories aren't all that bothered about chasing them, and suddenly there's a 3rd option to "vote labour or don't vote at all". A lot of those people voting UKIP don't really want a UKIP government, they want to be heard and this is a good way to stop labour taking them for granted.
Not a fan of UKIP actually, just also not a fan of the assumption working class people are voting for them because they are thick.
And I do believe there was an article in the Guardian saying that surprisingly, most the UKIP voters (not the donors or the high profile supporters, but the actual voters) are WC - the comments underneath were full of people saying "no, your research is wrong, Labour don't have to worry about them, it's only Tories who are voting for them" completely ignoring the research that didn't suit their world view!