There must be at least a few people who have migrated from one nation to another, and among those, there must be some benders. Given this, you'd expect a minority in each nation to be benders of a foreign element, migrants and their bender descendants, but we never see these in ATLA. We have Jeong Jeong (The Deserter), but even he was in his own camp near a Fire Nation colony, and not in any Earth Kingdom settlement. And we have Hama, who isn't as much a migrant as she is an escaped prisoner of war.

I don't have any good headcanon to explain why there are no foreign benders, so my headcanon is that they're out there, and that it's a damn shame we never got to see one. It would have been cool to meet a random fire/water bender in an earth village, or even an air bender but without any of the culture for that foreign bending, as they have assimilated into their new Earth home (being 2nd+ generation to live there). Even cooler if everyone in the village knows about it and doesn't treat them any different.