Right, the handouts tip the scales.
Plus to whatever extent there's a worry about terrorists, it's because of wars.
(Of course it doesn't mean everyone comes because of handouts and because they're a terrorist, but some people do, so now the water is muddied in this way.)
Without the state there wouldn't actually be this issue, where people want to come join you but it's like a contentious thing that you have to be skeptical about. So the state can sort out their own mess and decide how to draw the line. But we as anarchists can object that you can't validly claim billions of acres of land that you aren't using.
*that* I think is where the objection is. Some anarchists seem to think that US policy actually should be that anyone can cross the border. To me that seems to be accepting the state's claim of the land while simultaneously rejecting the idea that they can restrict entry. I think you have to take a full-measure and reject their claim in the first place :p
(and then there aren't wars and the handout system)