You're going to point out that's illegal in random latin american country too. Except the state apparatus is far weaker and more corrupt there, so there's actually a chance to bribe your way around it or just pass through the cracks.
The whole point is to end up with your family in the end, except if nature or criminals take them away, but if in the end the state breaks up the surviving family then you're heading for a dead end regardless. Latin American countries aren't breaking up families to anything near the extent the US does. The USA's bread and butter is breaking up families using the might of the state and they can't do that while you're out of their jurisdiction. If you can stay out of their jurisdiction for most of the move, you can bypass the CPS apparatus in the meanwhile. It actually might be better to go through Mexico to move from say California to Texas while broke, for that reason.
If you want to point out post-move if you are present illegally that might get you tossed out, then sure. But that's the case about everywhere but Argentina, Brazil, and back-bush Africa. A domestic family can also get tossed out for being here illegally (renounced citizenship, or whatever). That's another red herring though. ICE doesn't enforce moving without money, they enforce being present in the USA illegally (or, occasionally, legally, a la Goode / Pretti). If you get the visa to enter the USA, they won't give a single shit about all the kids that got ripped into some river in the Darien, died of some tropical disease while camped without mosquito nets, or all manner of other things they would damn a domestic family for.