Your right to free speech begins and ends with speech. You have a right to call for marijuana legalization, but if marijuana is illegal and you light up a joint in front of a cop, then yes he can arrest you and this is no violation of your free speech rights. Correspondingly, your right to free speech, right here and right now, is naturally pre-empted when you have no legal right to even be in the country. From the perspective of the US government, you are perfectly free to exercise your opinion about immigration reform from outside of the borders of the USA. The fact that this is obviously less desirable from the point of view of the illegal alien is basically irrelevant to what they have a "right" to do.

What you are talking about is civil disobedience, but you don't seem to understand how that works either. Civil disobedience is knowing something is against the law, and doing it anyway as an act of political resistance to motivate change in the system. Even then, you accept that an act is illegal and that you are breaking that law, rather than just blanket argument that anybody who is actively protesting a law should be allowed to break it without legal consequences because they disagree with it. I get it, you're for immigration reform so you think it's a stupid law and you don't care if they break it. But I'm arguing from the standpoint of a general legal principle.