This seems like kind of a naive take. Illegal immigration affects your country>state>community>social circle>family>personal well being in that order. You might be several orders of magnitude removed from its effects on a personal level but that doesn’t mean it isn’t affecting you. E.g. simply the fact that illegal immigration is happening in your country means it IS influencing nationwide politics which in effect influences voters and your local politics. Your anecdote about your friend is testament to this.

Your opinion on illegal immigration matters, man, whether it affects you directly or not!

I think there's a real problem right now that these people are often represented as strictly being racists / their beliefs being strictly the result of racism. It is often true, but, as in your case, it is often not true. But that heuristic has become pretty absolute among anyone who believes themselves to be "on the right side of history".

I'm glad you don't have that knee-jerk reaction.

At some level, everything anyone does affects everyone they interact with. You and I are affecting each other right now, in some small way.

It seems like what lots of people do is say, “some of these causal effects are unimportant to me, and so I can approximate them as being zero.”