I think locking out anyone who might be a criminal, when you have the power to potentially stop them being a criminal and their home country doesn't, is morally negligent. (I'm your standard no-frills utilitarian; the worth of an action is decided purely by whether you satisfied people's preferences and made them happy. Forget "state's duty to the citizens", the only talk of 'duty' I really entertain is each of our duty to our fellow humans. "The White Man's Burden" is a really stupid idea because it's every human's responsibility to help out their fellow humans regardless of skin colour.) I think it doesn't matter whether you decreased or increased crime on either side of a border, since borders are neither happiness nor preferences and mean nothing to your standard no-frills utilitarian type. I just care about whether you decrease crime in total, globally.
Let me try to briefly convince you of why there should be a state's duty to citizens from a utilitarian perspective, also corresponding greater concern about internal than external crime:
1) A state resembles a form of corporate organization with its citizens as shareholders. It has special obligations by contract to those shareholders who got a stake on the assumption that they would have special rights in the corporation. Suddenly creating new stock and giving it to to non-shareholders, thereby creating new shareholders, would increase the utility of new shareholders and decrease the utility of old shareholders to roughly the same extent because there is the same amount of company being redistributed, but would have the additional negative effect of decreasing rule of law, and rule of law is a very very good thing because it lets people engage in long-term planning and live stable lives. (There is no such problem if the shareholders come together and decide to create and distribute new stock by agreement - and to translate back the metaphor, this means that immigration should be controlled by existing citizens, rather than borders being declared to "mean nothing" in general.)
2) A state is often an overlay on a nation. To cash those terms out: A governing entity with major features usually including a legal code and a geographically defined and sharply edged region of influence is often an overlay on a cluster of people grouped by social, cultural, biological, and other shared features. ("Nation" derives from those who shared a natus.) Different clusters of people have different clusters of utility functions, and should therefore live under differing legal codes, which should also be administrated by members of those clusters whom one can reasonably expect to have a particularly good understanding of how their fellow cluster-members will be happiest.
3) Particularly where not overlaid on nations, separate states function as testbeds for experiments in policy; the closest thing one has to large-scale controlled experiments in sociology. Redistributing populations across states would be akin to redistributing test subjects across trial arms. The utilitarian thing to do is therefore to instead copy the policies of the most successful nations to the least successful nations, then branch again on previously unexplored policy areas, which each state maintaining its own branch.
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As a judoka, this really spoke to me and was a useful analogy - thankyou very much for it!
My own idea of what good mental posture looks like includes some idea of the way you model yourself. One of my biggest failure modes is when I slip into seeing myself as 'random useless seventeen-year-old' and therefore acting as I expect a random useless seventeen year old to act (ineffectively) or waiting to get permission before I do things. When I manage to change into seeing-myself-as-agent mode, my productivity and rationality gets supercharged compared to the aforementioned state. It has funny side effects - for instance, I notice I walk faster and tend to spin on my heels and clap my hands together when I'm being agenty, whereas I stroll and gesture vaguely when I'm being useless. I speak more precisely when I'm in agenty-mode, and replace 'um/er/uh' with silent pauses or 'hmm'. This indicates to me that it's not just a single mental action, but a whole different stance.
I think it's similar to what is spoken about in HPMOR with most people just playing a role and doing what they think someone in that role should do, but others genuinely optimising - but I don't think I've escaped the mode of playing a role, I just sometimes manage to play the role of an agenty person rather than the role of a useless person. It turns out that if you play the role of someone who optimises everything and Gets Stuff Done, you get stuff done. (Sometimes.)
This definitely feels like two very different mental postures. I'm not actually sure how I induce the agenty state from the ineffective state, but I have identified a number of things that might have to do with it, from social pressure, to bright lights, to having a solid idea of what agentyness looks like from observing good role models. The last idea (watching a role model and knowing what agentyness looks like) was reinforced in my mind when I heard a friend saying similar things recently, so to improve my mental posture I'm going to try and watch more awesome people work so I get an idea of what awesomeness looks like, and then try to play that role more and the 'useless kid' role less. I also really like your suggestions!