Speed limits aren't required by nature, we happen to have built machines that are deadly and need control.
You also committed a logical fallacy:
> No person is illegal as borders are arbitrary
That's fallacious. All laws are arbitrary, as the GP pointed out, and you somehow failed to read:
> Speed limits are also arbitrary, enforced by other humans
So, it's factually true that borders are both necessary due to nature, and exist in the legal realm such that "illegal immigrants" is a factually correct label.