Well, when I’m talking about immigration, I don’t necessarily mean just the freedmen of Slaver’s Bay. Westeros’ interests would probably be more in the direction of skilled artisans from the Free Cities instead, anyway.
But in terms of what they’d get out of the deal – well, to begin with, they’d be moving to a continent that abhors slavery, which is kind of a big deal. Moreover, Westeros is generally more fertile than Slaver’s Bay.