I don't think your points hold up against the example of state borders.
Criminals move between states, but it's not a huge problem. The states can share information and allow joint action. It may require more effort to set up between nations, but it's a common thing today.
Taxes work fine. If you're a resident of a state, you pay income tax to that state. So we obviously know how to find out residency.
>Everytime there has been mass unorganized migration it has been a humanitarian disaster.
If borders were to become easily crossable (not necessarily non-existent, but just a checkpoint to count incoming/outgoing and stop smugglers) in a day, then the next day would see mass migration in so many directions. But after that first wave calmed, I wouldn't expect mass migrations except those following humanitarian disasters. Three had migrations we see today are caused by disasters. Even when the emigrants experience terrible conditions in the receiving country, I imagine it's because their previous life was shattered and they had to quickly flee. It's not a fair comparison to people who would migrate if immigration controls were removed.