Because immigrating legally is stupidly difficult, costly, and time consuming.
This is not a valid argument for not enforcing the law. Doing my taxes is stupidly difficult, costly and time consuming. Does that mean I should be able to get away with not paying?
We have laws, and the executive branch is tasked with enforcing those laws. I've been joking around in the thread but I legitimately don't understand why Annoying Orange's promise to actually do the job of the president is met with such opposition. It seems like a rationalization reaction because they don't want to admit that almost every elected official has been negligent for decades.
If you don't like immigration law, then change the law. Until then it should be enforced.