Its true you can walk across or sneak across. but if you have a family, a house, car, stuff. You have to leave that behind. Should be able to stay together with your family but maybe not as arrest is possible. Then you can not legally work in the US. I know its done but if you are an architect for example you wont be doing that here. You will have to give up everything you have worked for. It might be worth it. But its a huge risk.