Except that ~zero prehistoric people had access to the resources / skills / knowledge / etc. to actually travel really long distances.
And if they tried moving, at scale, into an already-inhabited area - well, whether or not the people in the destination qualified as a "state", I suspect that pretty universally resulted in violent push-back.
Merchants activity was often regulated, with passports for commercial activity and other customs controls. But not people. The opposite of today.
I acknowledge that there would be concerns like you mention, like violent push-back from the natives, same as there are today. Some peoples are raised in insular cultures, some are welcoming, sometimes migrations cause understandable problems, etc.
I don't think the way we do things today is optimal. We've changed things so that money is given more freedom than people. And too many people are taught that foreigners are scary.
[0] https://www.nationalgeographic.com/travel/article/a-history-...
Funny though how money is still allowed to go anywhere in the world, while people are trapped in their own countries (for better or worse). Those with money can make more money, taking advantage of labor and other resources that can't move, often to the detriment of labor at home and the environment abroad.