1. People should not be interchangeable. Polish hold different values than Cuban. They have their own languages, cultures, values, traits, physical appearances. Keeping borders is also making the world richer. I will be saddened for the rest of my life because I will never experience a massive culture shock like navigators experiences a few centuries ago. Now, I can pretty much have raclette anywhere, Starbucks, McDonalds, KFC, coke, Netflix, Hollywood is pretty much everywhere, and it's sad.
2. If we let go of the borders, we will give up on a vast amount of literature. Fiodor Dostoievski's masterpiece would have never existed if 40% of his population were French, Italians, Nigerian, Polish, Germans.
3. People would just abuse the system, using highly capitalist, low tax countries during their youth and move to socialist countries as they as getting older (of course that does not work, you need borders for this) and it's utterly unfair to let people from outside abuse a contributive system.