It’s not about morality. It’s about human nature and economy. It’s like saying everybody should have the same amount of money. The result of such thinking would destroy the coin, and alternate forms of money would be created by the people.

Having all countries open the borders to anyone (ignoring security risks for the sake of the argument) would mean all poor people would emigrate to rich countries and strain the economy, while their home country would collapse from lack of workforce.

Regardless if you find all bad luck immoral it just isn’t practical for every country to support every person. It’s immoral to have borders in the same way it’s immoral everyone doesn’t have a private driver, a personal chef, and a mansion.