The people defined immigration laws through democracy. Following democracy means following the immigration laws that were defined through democracy, not following what you'd like the law to be.
The opposition of "Rule of Law" is "Rule of Men". If we don't follow the immigration laws defined democratically, it means, by definition, that we would be following some other rules defined arbitrarily by rulers outside of the democratic process. That is very dangerous, because following the democratically defined laws is the Schelling point that typically maintains cohesion of a polity. What incentives do your political opponents have for maintaining cohesion if you simply defect on your theoretical obligations to follow the law that was voted on? Can you really say that doing that would not create more and more division?