TL:DR - 1) People think, including many legal immigrants, that coming in illegally is unfair, 2) People are against legal immigration because they think it negatively affects them economically 3) Immigrant communities become large enough that they don't, or are perceived to not, adopt the values of America (liberal democratic values).
Sol, let me take a swing at this although I'm not anti-immigrant or a Republican.
I think, if the facts are to be absorbed, it is a massive positive having legal immigration of skilled folks in industries that need the labor. It is also a massive positive advantage in unskilled industries that need work - but generally you can fill unskilled labor with your own population.
I'm from Canada (an ex pat on the west cost of the US now), and in Canada, we are dutifully increasing *legal* immigration of people in various industries and skill-sets, as well as families and investors. This has happened with both Conservative and Liberal governments.
(2) Why is immigration so beneficial to societies (especially skilled immigration)? The simple answer is that some other country paid for the expensive part of these people (paid for their upbringing and early education and usually heavily subsidizes their higher education) and now that they are in the workforce, the country they immigrate TO gets to reap all of the tax benefits and skills.
In fact, Canada has been admonished by the Haitian government several times because we "steal" the people they spend money in educating. To a lesser extent, Canada begs it's doctors not to go to the States for money.
(1) I think, generally, unskilled immigration is more of a toss-up in how beneficial it is. Why? Because instead of importing legal or illegal unskilled labor what should happen is that the wages of these jobs should rise until legal immigrants or natives, will do them and the commensurate cost of goods should also rise. This will necessarily lead to either government subsidies of food and more progressive tax policies lest everyone at the bottom of the socioeconomic ladder starve.
Now that we've established that immigration is basically good (especially skilled immigration) let's figure out why people don't like it.
Illegal immigration has been covered.
I agree that people should not immigrate illegally. From a fairness perspective I can see people saying: I had to wait in line, as did many others, and they should do. From an economic perspective, going back to (1) above, I think that it ending illegal immigration will either force more progressive policies, more legal immigration, or both so I'm all for ending it. Now, for legal immigration, I think the vast majority of the country is for it, and maybe even for it in larger numbers.
But the people who aren't have this basic argument: Why don't we take care of our own people first before letting others in? They don't understand (2) above in that the more legal (especially skilled) immigrants you get, the more you're essentially taking the tax dollars of other countries. I don't get how people miss this.
The Asian American unemployment rate in 2016 is 4.0 % and these folks disproportionately come here via skilled immigration (compared to 4.4% unemployment for whites, 8.5% for blacks and 5.8% for Hispanic - who are more likely to be born here, I couldn't find the first generation immigrant unemployment breakdown by race, but it's VERY low, meaning they aren't using government handouts to the degree that native born folks are, so having the immigrant here is doubly beneficial). This is according to the Bureau of Labor Statistics
http://www.bls.gov/web/empsit/cpsee_e16.htmFinally, I think people look at that lack of assimilation in some societies and don't like it. I am also against it. I don't like that once immigrant populations get large enough many of them wall themselves off in their own communities creating a divide. I would love it if the immigration policy somehow forced new immigrants not to just go to Chinatown or Indiatown or whatever and instead mix in with the American culture and adopt liberal democratic values. This is a hard policy to implement though, and I think these divides do end up hurting the country and also the perception that immigrants want to change the values of the country rather than adapt to them.
So, that's my guess for why they think the way they do.