So the is implication is that we should get rid of airport checkpoints, because our actual goal is to catch terrorists? What about speed enforcement cameras? The law might be that you drive 20 in a school zone, but isn't our goal to actually stop dangerous drivers? Actually, why even bother stopping dangerous drivers? The actual thing we care about is stopping accidents. If you're doing street racing at 4am, who's going to get hit?
So what are you trying to imply then? As we seen with airport checkpoints and speeding cameras, it's clearly okay to punish behaviors that aren't directly harmful, so why is it so baffling for you that Americans want enforcement actions against people who entered the country illegally?
For the sake of argument we can assume the only point of the US immigration regime is to stop baddies from coming in, so yes the goal is "stopping serial killers". However, for the reasons I outlined, that doesn't mean we should disband serial killer checkpoints, or refuse to punish people for skipping serial killer checkpoints.