K_dawg,
The problem is that it's not technically true. Some people who immigrate illegally are by law allowed to stay. Happens every day. There are due process considerations that require court proceedings for punishment, just like for any other crime.
Regardless, I like Rich Lucibella's point about double jeopardy. I don't think it's fair or just, in most cases, for a guy to be cleared of criminal wrongdoing by local authorities to have to worry about round two under the federal government.
Edit: I just saw your second post, k_dawg.
Under no legal or even generally used sense of the term is an illegal immigrant an "unlawful combatant," only because of illegal immigration. Not even close. Unlawful combatants are people like Osama bin Laden, who conduct warfare and terrorist attacks with no legitimate state authority to do so. I think it cheapens the whole war on terror, and actually supports the terrorist's claims about who is and is not fair game for an attack, to call an illegal immigrant an "unlawful combatant."