Boring Borders

As alien the concept of nations as it is practized on the planet of Earth seems to be very bizarre. Since I started travelling around Earth I realized I could not just go from one part of the planet to another without a hassle. Everytime you reach the end of a self proclaimed nation country you have to show a passport or an identification card. Of course I don't have such a thing. So I often get called an "illegal alien". Illegal? What does that mean? But anyway, I can just cross borders using certain extraterrestrial technology I don't want to explain right now. Or sometimes I use the flying saucer of the Blues Horror Brigade, which cannot be detected by Earth radar.
Still I'm asking: Why do Earthlings create borders between their lands? Do some people think they are better than others? Do Earthlings not want to share their things with other creatures on that planet? I don't understand Earth's ways sometimes. Out there where I come from we don't have borders. It's technically impossible to guard them anyway. So why bother? We have created a giant confederation of stars, where everybody works with each other. This doesn't mean we don't get into fights sometimes. But then we try to find solutions instead of building walls around us. Our culture actually sucks as much as any other culture. So why don't we just pick the best things from each other and have fun together...?