Well, it's a euphumism.
All the legal immigrants are probably thinking, "I'm here legally with a visa or green card. Illegal immigrants are both in the US illegally and aren't documented."
The reason they don't want to be documented is that they don't want to pay taxes. All these legal immigrants are paying taxes on the income they make. They got some employer sponsoring their work visa.
You know what would be a hoot, every illiegal immigrant pregnant woman who goes to a hospital in the US gets flown to a cruise ship or boat that is registered in Panama. Then, they give birth to that baby on board. Guess what nationality that baby is? Panama.