Moral action depends on context, but this is no blank check on action in an "improper society." The question before us resolves into whether there is a right to restrict immigration. If there is no right to do it -- if, in fact, restricting immigration is the initiation of the use of force -- then that is immoral equally in a "proper society" or otherwise.
The proper time to protect peoples' individual rights is immediately and always: not when "a proper society is set up," which we currently have scheduled for... well, sometime in the distant future, I continue to allow myself to hope.
The checks you mention with respect to immigration? I agree that some sort of "checks and criteria" is warranted, and that action/restriction can happen there, too, according to the same criteria with which we would countenance retaliatory force domestically. Meaning: if we would rightly restrict the liberty of a US citizen for some reason, then we could rightly restrict border entry for that same reason. But otherwise, no. Otherwise, there's nothing special -- with respect to our recognition of individual rights -- to being born in Tijuana as opposed to San Diego.
If immigrants plan on using the welfare state, that's the welfare state's problem, not mine. (And I have less than zero interest in restricting immigration so that the welfare state may better survive.) It doesn't warrant my telling someone that he may not move to a certain city, buy a certain house, take a certain job, etc. I believe in liberty, and more to the point that I do not have the right to initiate the use of force.
Let's talk about this in concrete detail for a moment. You have a man in Tijuana who wishes to move to San Diego, to get a job there and rent an apartment, so that he and his family may have a better life. You're telling me that an Objectivist such as yourself believes you have the right to tell him that he may not do these things -- in the name of self defense?
Well, why not? If we apply the principles given, I don't see why an Objectivist wouldn't support restraints on a person's freedom to leave. If the people who believe in freedom choose to leave the US, that might leave me just as poorly off as allowing an influx from countries with some poorer culture, right? So if I can restrict people and their actions on the one hand, so that I may have a more favorable political culture, why not on the other?
(For what it's worth, I don't know that a person like Trump -- though quite far from an Objectivist -- is expert at drawing these sorts of distinctions. If he had his druthers, do you suppose he would make it illegal for certain businesses to leave the US and build their factories elsewhere? I do. So even if we're going to approach this from some "realpolitik"/pragmatic angle, I think there are good reasons for mistrusting walls, generally.)