Romans??? Written by Paul, who never met Jesus, never talked with Jesus. Many of us have no use for Paul who projected his own beliefs and insecurities in his writings. Many people, myself included, don't put a lot of stock in Paul or his writings.
There was no such thing as "legal immigrants" in Jesus day. Refugees are NOT invaders.
I strongly suggest you read The Good Samaratan to read what Jesus thought of immigrants and foreigners. He didn't judge people based on their nationality, but rather by how they treated strangers in peril. He condemned the Rabbit who passed by on the other side of the road and didn't help.