Isn't that why Australia, US, Canada and New Zealand are popular destinations for British people?
Yes, like tends to find like but those who leave our shores/emigrate, are allowed into other countries only because they can support themselves financially, have jobs to go to and intend to contribute. They also apply through the proper channels, legally, and if all is not in order and they create any sort of problem they are told permission to enter is not granted.
The two sorts of immigration are not alike at all.
The people creeping in to the UK at the dead of night, under cover and then hiding out or saying 'we are here, without papers, deal with it" are not known to us and do pose a threat, whether you will admit it or not and their access to the UK or any place in the world is not a given right.
We do not wish to import danger or threat, or a constant stream of unknowns, mostly young men, do we?
This is why we have immigration procedures, is it not?