For humanitarian reasons, it's important to get as close to open borders as we can. What benefits of a first world welfare state do we gain that are worth consigning a human being to live on $1300/year (the GDP/capita of Haiti)?
Sweden is a pretty terrible example to cite. Go read the blog of Tino Sanandaji (an Iraqi immigrant to Sweden) - he does a great job showing why it's a failed policy and prevents some of the best arguments against immigration that I've read.