Wrong. Superman is not an illegal alien because he does not belong to the human species, and most laws, including immigration law, do not apply to him.
He belongs to a fictional extraterrestrial species, the Kryptonians. To infringe the law under most jurisdictions you first need to be a person, and Superman falls into a legal void due to being a non-human extraterrestrial, and there is no legislation or jurisprudence that establishes a legal framework for them.
We don't have immigration laws for extraterrestrials. And if one of such laws was enacted as a result of his presence, it would not make Superman an illegal immigrant because his "illegal" entry would precede whatever law we create to govern the entry of extraterrestrials, making it ex post facto (laws cannot apply retroactively).