You assert that it's much cheaper to solve these problems without moving the people. It is not nearly so cut-and-dry.
When someone seeks to flee their homeland for Europe or America, it's generally because something is very wrong where they are coming from. Often, the problem includes some sort of kleptocratic, warmongering, authoritarian, or incompetent government. (Sometimes it is not strictly government — e.g. terrorism, cartels.)
It's often much easier to move people than reform institutions, and open migration worldwide would be a reform worth about $78 trilllllllllllllion. https://www.economist.com/the-world-if/2017/07/13/a-world-of...