Wouldn't a referendum to limit immigration be the way to reveal their preference? Obviously immigrants would tautologically prefer to move there. How is a citizen to "vote" against that via the market? Discriminate and refuse to rent/sell to any immigrants? Charge them more to try to offset their perceived loss of utility? What portion of the country is even in a position to be asked the question via the market?
Again, how is money supposed to measure value here? Are people supposed to look into whether every company interacts with immigrants in any way and then boycott them if they do? The only avenue I see is for people to look at the aggregate economic benefits of immigration and then decide to limit it anyway, effectively treating the opportunity cost as the price they're willing to pay.
