If you cross the border illegally in most countries you are going to jail for a long time. You are beaten, raped, tortured, you may not be heard from again, and you may be treated as a spy; in the U.S. you may be caught, released, if you are lucky, or deported to come back again.
If you cross into Germany, Austria, Switzerland, Sweden, Finland, Norway, you are going to receive the following: social insurance, mobile phones loaded with free cards, free health care, spending money, free housing, free language classes, free transportation passes on buses, metro, and trains, free child care, supplements for every child, free legal assistance in deportation cases, no personal responsibility for anything, and more rights than citizens.