Why are Immigrants always afraid to go back home?

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I am an immigrant in the UK who is here legally under the Highly Skilled Migrant Visa Scheme. The government recently inroduced new changes to the scheme that will ensure that 95% of those who are currently in the UK under the scheme will not haev their visa renewed and will therefore have to return home. Since December 2006 when these new rules were introduced, those involved have developed a palpable fear about leaving the UK. So why do people find it difficult to go back home? Is it fear of being labelled failures or the fear of an uncertain future? Even those who find the going tough here will prefer to stay than return. It is unfortunate that while many countries of the world are changing their attitude towards immigrants it is easier and more comfortable for an illegal migarnt to stay within the UK.