How come . . . ?

I can understand going out of one's way to make someone feel welcome and not intimidated but if you are visiting another country, you are required to show passports/documentation when going over one border into another country. I'm having trouble processing why this is a problem in Arizona. Everyone carries identification of one sort or another. If non-citizens aren't required to show documentation, does that mean we have a choice about showing our driver's license when stopped? Isn't that just as much an invasion of OUR privacy as asking someone for their proof if identification, whether as a citizen or not? Shouldn't the citizens of a country be of first priority when it comes to protection and services? Very confusing, conflicted world we live in right now.