Earlier quoted context omitted.
Illegal immigrants usually do not (under the table, off the books unskilled labor), and are in the US in large numbers (millions). Not a sleight, just facts.
Not all immigrants are undocumented (what you call illegal). The current US policy by this administration is causing even documented immigrants to reconsider or just give up and leave.
Hardly any are undocumented. Of course, for many the documents are forged. Maybe they have your social security number; hope you don't mind! BTW, identity theft is illegal.
Oh, also, in all states and countries an unregistered firearm is not illegal. It is undocumented. If I enter your home without permission, I'm an undocumented resident.