Because they're criminals. Their being foreign is irrelevant. It's just as reasonable to not want American citizen criminals in the country.
Edit: Apply your reasoning to states. If it's completely reasonable for you not to want criminals from foreign countries to enter some state that is hundreds or even thousands of miles from the one you live in, then isn't it even more reasonable for you not to want criminals from a neighboring US state to come into your state? And on that basis, do you then support restricting movement between that nieghboring state and yours so that you can vet everyone who crosses the state border?