That doesn't make any sense, you can literally walk to foreign countries from most of Europe. Because of Schengen large parts of the EU you don't even need any paperwork, the rationale is that it was legal for you to be on that side of the border, you strolled over onto this side, chances are you're legal here too.
If you're in a vehicle (which again, you can walk, it's not mandatory) the Schengen internal borders have no permanent checks. During COVID some of them were closed, and once in a while somebody might put up police stops - like they would for drunk driving (Americans surely have that right?) but in general in Schengen the country borders matter only slightly more than your US state borders do.