Before talking about national borders, lets talk about something closer to home.

Why do we need front doors and locks to our houses? Apparently, there is one village in India (Shani Singhanapur) where people dont have locks on their front doors. Apart from this, almost all villages in India have front doors and locks.

So, why we do have front doors to our homes? We do this for the following reasons:

1. Privacy, i.e. we dont want strangers to pop into our house at inconvenient times
2. Prevent theft. We dont want people to walk-in and walk away with our valuables - phones, laptops, shoes, jewellery, etc
3. Safety. We dont want people to walk in to our house and attack us

Points 2 and 3 are valid for a nation too. I believe point 1 also applies to nations.

So, if we want our nation to be safe and secure, how we do ensure that? We need to have a notion of nation for this to happen - for this we need a national border.

While ideas such as "We are all humans. Hence, there is no need for nations or national borders" are good, humans still need safety and security. Until this basic need of safety and security are met, most people will be uncomfortable with the notion of removing national borders.

Sources:

1. Shani Singhanapur: https://indianexpress.com/article/india/maharashtra/villagers-in-shani-shingnapur-a-village-with-no-doors-now-want-change/