Why is labor the exception when it comes to support for free markets?

I’m a socially liberal, fiscally conservative type, and am a strong believer in the positive role of immigration. One of the core tenets of right wing beliefs is the importance of free markets, but for some reason, many act as though this doesn’t apply to labor markets, and the government should decide the amount needed from a centrally planned perspective.

A lot of people say that building the wall would be an improvement to solving illegal immigration, but wouldn’t a better solution making it far easier to migrate (similar to the ESTA we have now) and building a wall around the welfare state? Without the incentive of free cash, migrants will come and go based on economic conditions.