When Myanmar expelled their Rohingya Muslims, our neighbors basically ping-ponged them. If we were ever forced to take them in, I doubt they'd be given special treatments like if they were sent to Europe.
Right now, the Rohingyas are emigrating en masse to India. I don't know why these Muslim refugees don't want to go to the Muslim nations. They are only selecting the non-Muslim nations, such as India, Nepal, Thailand, and Australia. The Rohingyas were originally migrants from Bangladesh. Why can't these people go to that country?
Heck, even Malaysia and Indonesia, Muslim countries as they are, don't want to have anything to do with the Rohingyas. As for Bangladesh, why would they want to go back there? That's where they came from and so there wouldn't be much change, no? xD And who in their right minds would want to migrate to Bangladesh?

The government there can't even provide the needs of its people.
I think they are just doing what those moving to Europe are doing... If you're gonna move out anyway, why not ensure you'll go to a place where you'll be much better off and might actually take you in?