What media says, conservative or otherwise, has no relevance here. These are not socialist nations, period. This isn't even debatable. And, frankly, it is amazing anyone would believe this in a day and age when it is easy to google stuff and learn.
For example: Is Denmark socialist?
https://www.youtube.com/watch?v=tzEPKrHalaY
Get this, Denmark doesn't have a minimum wage! How socialist is that?
You are truly confused about a ton of stuff here. Of course I know about what's going on in Europe. I've only been going there for nearly thirty years with great regularity. I have watched as these uncontrolled migrations have devastated entire areas and the culture in some locations. Terrible stuff.
I digress. You are comparing things that have nothing to do with each other. For example, these migrants are escaping war and, in some cases, genocide. They could not care less where they go so long as it isn't where their feet happen to be during the war.
As a descendant of genocide survivors and one who had extensive conversations with my grandparents, I can tell you that they didn't get out their World Almanac and Political Science books along with world economic reports to figure out where to go; they got on the first ship, train, cart or horse that got them the hell out of there.
Please, stop and do a little reading. I'm sure you are an excellent person and one of great intelligence, you are simply operating with the wrong information and, as a result, have reached very flawed conclusions. The good news is this can be fixed if you are willing to consider things might not be as you have grown to believe.