Yes, who does think that? I think a far more accurate statement of that sort of position would be that the problems are outweighed by the benefits. That may not actually be true, but I don't think anyone seriously thinks that there are no problems whatsoever created by Uncontrolled Immigration.
And it can be tough to see what to do about it. Immigration can't really be controlled properly as long as we're in the EU anyway; and even out of it you run into the problem that the people you'd want to keep out are those who'd find ways to evade the controls anyway, while tighter rules for applying hits those who we'd want to welcome to our country, ie the skilled and honest workers who might be put off by considerable amounts of paperwork, etc. This is true in all walks of life, I'd have thought -- tighter rules makes it harder for those who follow them but still leaves the door open for rule-dodgers. Tighter enforcement of the existing rules may be the best option -- so more and better-trained staff. Which makes the Government cuts to the Border force from 2010-12 (both in staff, and budget) look rather strange at the same time as trying to bring Immigration under control...