This keeps coming up, and I just don’t think it’s true. Most capital cities are definitely full of locals and not foreign-born, or first-gen. Tokyo is a world-class city, and is very Japanese. Maybe NYC and Singapore?
Japan has a very different culture and was a closed country under a policy of isolationism until the mid-19th century. This still shapes the demographics of Japanese cities.
At the height of the Empire London ruled a quarter of the world. The Empire brought people from all corners to London through trade and as labourers. You can see the same in the other major port cities of the UK, Liverpool, Bristol, Glasgow, etc.
The UK is a country of immigrants, from the Romans to the Anglo-Saxons to the Normans, to successive arrivals of political/religious refugees (e.g. the Huguenots), the children of Empire (India, Pakistan, Caribbean, South Africa), etc. There is no "pure English".
What is "English" after all? Our favourite foods have been introduced by immigrants - fish and chips (Jewish refugees), curry (India immigrants).