First of all, they immigrated because of the economic issues. The first immigrants went to Europe as guest workers in the 60s. Then their families went there too and to this day, they have dreams of coming back home. It is not easy adapting to a different culture when you always feel unwanted.
One of the other major reasons for not adapting is because most of these workers who faced economic difficulties are from more rural, traditional and conservative areas of Turkey. Those people tend to be a little more clinging​ to their moral and religious values which are vastly different from the cultural values of Europe. These people also tend to vote for the ruling conservative party in Turkey, but don't come back because they prefer to live in Europe and take advantage of the welfare etc. there.
I too find this hypocritical​ but one should keep in mind that not everyone is part of this conservative eastern culture and not all immigrants are like the ones I mentioned above. Thanks for your interest.