The problem is resources. If we dedicated sufficient law enforcement resources to enforce this, it would remove action in other areas, either through manpower or funding. If you catch an illegal immigrant in Kansas, you have to pay to get them from Kansas to an airport, at least, if not all the way to their country. And someone has to be with them the whole time. Sure, doing it in groups brings costs down, but you said "every last illegal", meaning whenever a solo one is found, we would have to do this.