Is it a bad thing if my Personal History Statement reveals my intention to immigrate?
People who get a Ph.D. and also try to immigrate are generally quite welcome in US academia.  The problem you may run into is that some people who just want to immigrate sometimes try to use a Ph.D. program as a visa source without having any real interest in a Ph.D., and then drop out when they find a company that can hire them.  This is understandably annoying to professors, who may have spent quite a bit of time, energy, and money on such a student, only to find the student has been disingenuous all along.  Thus, if you "smell" like such a student, you may find difficulty getting admitted.

If this is your intention, don't do it.

If you truly want a Ph.D., however, and the immigration is a separate desire, then I would advise you to just focus on the things that are about getting a Ph.D. Let your passion and your focus shine through, so that's the main thing that the professors notice.  Don't worry about trying to hide your desire to immigrate: if it comes out naturally as a small part of your statement, that's OK, since the professors reading it will likely be guessing you want to immigrate unless you explicitly say otherwise.