The US is far from the only federal country. https://en.wikipedia.org/wiki/Federalism#Examples

You are not only jumping to a new government policy, but the whole package changes. Including culture etc. Yes.

Many people around the world are looking to migrate. If borders were more open, many more people would migrate. About why? You could go and ask some of them. (Or as an alternative, Googling for 'why do people migrate?' gives lots of results to studies etc.)