In Parshat Behaalotcha (Bamidbar 10:29-32) we read a discussion that Moshe has with his father in law:

“Moshe said to Chovav (Yitro) the son of Reuel, the Midianite, Moshe’s father-in-law: “We are journeying to the place about which God said ‘I will give it to you’, come along with us and we will treat you well, for God spoke of bringing good fortune on Israel.” He (Yitro) said to him (Moshe) “I will not go, but rather to my land and to my birthplace will I go.” He (Moshe) said to him (Yitro) “please do not forsake us, for because you know of our encampment in the desert, and you will be our eyes. It will be, that when you go with us, it shall be that the very good which God will bestow on us we will bestow on (share with) you”.

Rashi says that Yitro wanted to go back to Midian for the sake of his properties and for the sake of his family.

Rabbi Avraham MiPrag says that Yitro did not want to remain in Midian, rather he wanted to go back to sell his property and convert his family.

In the book of Shoftim (Judges) 1:16 we read: “The children of the Kenite, Moshe’s father-in-law ascended from the city of Date Palms…they went and settled with the people”.

We see from here that Yitro’s family did choose to go to the Land of Israel.

In the same way that someone who is making Aliya (immigrating to Israel) wants to tie up the loose ends back home before taking the big step and moving to Israel, Yitro also wanted to get his accounts settled before making the big move.

Moshe did not have a problem with converts making Aliya so why should the Rabbis in Israel today?