"Migrant" means that you or your ancestors of few generations have moved in from another place. "Migrant" means that you have roots in another culture than the prevalent.
For example in France... A French citizen who has immigrated from Sweden and obtained French citizenship would be considered "migrant".
While a French citizen whose grandparents immigrated from Algeria and who still retains a connection to Algerian culture would be considered "citizen with a migration background".
While a French citizen whose ancestors immigrated into France in 500 AD with the Roman empire and who is completely adapted to prevalent French culture would be considered "not migrant".
Not migrant means you have a permanent residence in the locality, and you are a natural citizen.