While it may seem logical at first glance to let individual states govern immigration as they see fit in reality it would be a drastic misrepresentation of our country as a whole to allow individual states to draft legislation on a national policy.
We cannot allow country to county immigration to be decided by states simply because they cannot be counted on to make fair and non-biased legislation that is representative of our entire nation as a whole.
We can also view immigration the same way as interstate commerce. The Commerce Clause(Article I, Section 8, Clause 3 U.S. Constitution) States cannot be allowed to regulate what goes in and out of the state/country when dealing with goods, so why should they be allowed to regulate people that come in and out?
While we cannot label individuals as goods the same logic can be applied here.
Over all we cannot expect state legislation to be non-biased and fully expressive of the entire nations views which in legislation such as this, the kind that reflects the values and ideas of the country as a whole.