Because it's all relative. The shitty jobs here are much better than the shitty jobs there.
Giving them the jobs won't fix anything. Now you would be adding to the people at the bottom of the income scale while still having people who were here drop out of the work force. If anything, the availability of cheap labor (and labor that is afraid to complain due to illegal status or because it's better than their past) keeps the labor price low, which could arguably hurt the overall labor price (I know, I know, Americans don't want those jobs; but maybe they would if they paid a lot more).
(1) They are being sold fantasies about how wonderful the US is, which don't reflect the reality of the life they will experience when they get here. There's a massive industry built around smuggling, fake documentation, and relocation assistance for illegal immigrants in the US. They make a ton of money selling the "American Dream" to desperate people.
(2) Even with a "low paying" job in the US, you still acquire an enormous amount of spending power in their home country, so remittances to family are extremely helpful. Often these people are coming from countries where $400-500 USD a month (or less) supports a family of 4-6 people.
But scolding someone for pouring out spoiled milk because there are children dying of thirst in Africa does little to fix the fact that the milk has gone bad.
Our great grandparents generation were traumatized by depressions, wars, and deprivation. We are afforded the luxury of being isolated from such experiences. That is no reason to declare society a finished product, and reject any criticisms of it.
Many of us want to have a hand in building a future in-which they can believe, and in-which they and their children have a meaningful place. But the world has become too big, too complex. Humans are increasingly cheap commodities to be consumed and replaced by massivr structures both private, and state - all hell-bent upon the minimization of the impact one is permitted to have on society. It is tempting to give up on ambitions, and instead live an easy, somewhat comfortable, if uneasely purposeless life.
Edit: added a lot, first two paragraphs were the original comment