Of course not. There are more Muslims with EU citizenship than there are Dutch, and all these people have the right to move around. Not that they are ever collectively going to decide to move to Hungary, but theoretically they do have that right.
How much immigration of Muslims between Western European countries is there though? I mean, Muslims living France get blamed for about half the crime in the Geneva region (Roma get blamed for the other half), but that was something I always thought was quite specific to the region. I would have assumed that most Turkish or Moroccans in Holland migrated directly rather than via another part of Europe?
Maybe they were looking for religious freedom.