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This very much seems like a Chesterton's Fence issue.
Using the US/Mexico example - if the US didn't have some kind of restriction to its borders, we would expect Mexican cartel influence to spill over the border much more easily.
Or another example - suppose Ukraine had completely unrestricted flow across its border with Russia. Then Russia wants to invade. What do they do? They just have 100,000 soldiers walk across the border dressed as civilians, then launch their attack across the country.