The moral justification is very simple - the people of Thailand (I hope the Thai people will pardon me from using them as an example, going on from the parent post ) get to make the rules of what happens in Thailand (e.g. they have sovereignty) and you don't. There can be international agreements where countries agree to give up part of sovereignty and agree to be limit their actions, but the default situation is that they literally get to make up laws in their borders, and existing in their borders means that you'll be held to these laws, by force if necessary, no matter if you agree or not.
They don't have to let you across the border if they don't want to, and they don't need a justification to do so - that is their inherent right. If they want to let anyone in, no questions asked, that is their right too. And if they choose to allow some people under some conditions - same thing. You're not part of their social contract, whatever that is, and you have no right to be treated equally unless they choose to - they can and will have preferential treatment for themselves.
From your comment "Or did you perhaps unwittingly sign a new one with Thailand, by entering their territory?" is probably the closest one to truth, but it's not unwittingly - the tourist visa explicitly has a number of terms and conditions; and you either intentionally accept them or don't get the visa. With this visa, they are offering a very particular social contract for you, and it's up to you to take it or leave it.
This is one of primary functions of any (democratic) government - to protect its people.
People don't want anyone to be able to come and settle as their neighbour - for both rational and irrational reasons.
And governments must listen to their people, because if they don't (like in case of EU/mainly Germany during last migrant crisis) people start having feelings that the government doesn't care about them, which in turn creates room for extreme populist and extremist parties.
You know, the solution to "problems" like that is to abolish visas altogether.
A visa is essentially a permission to exist in a certain geographical area. Why exactly do you need one?
Yes I know governments won't let you in/out without one, but what sense does it make?
What possible moral justification is there, for preventing you from moving freely when you're not harming anyone else?
You've heard of people "misusing" their visas, right? But how crazy is the idea of "misusing" your permission to exist in an area?
How crazy is it that visas come with a list of activities you're allowed to engage in?
For example, if you're on a tourist visa, you're not allowed to work in exchange for money, nor sell your company's product to someone.
You might think it's because governments need to keep track of who owes them taxes and how much, but um.. what sense does that make?
Say you were born in England and lived there all your life. Then you fly over to Thailand on a tourist visa, and you fix someone's bicycle in exchange for a small fee.
How/why is Thailand's government entitled to a cut of the money you made in doing that? If you believe in the Social Contract, does that get temporarily passed from England to Thailand, for the duration of your stay?
Or did you perhaps unwittingly sign a new one with Thailand, by entering their territory?
Would sitting on a plane that happens to cross some specific unseen line on a map constitute agreeing to a binding obligation to hand over some of your income to the organization "in charge" of the area you entered?
Of course not, but that's what The Rules say. But why/how are we bound by The Rules?
Well, we're not. Not in any objective, moral sense at all. But we all obey the rules anyway.
Why is that, besides to avoid being punished for disobedience?