I would not say that is remotely easy. Especially since traveling at all exposed you too all of the dangers of the road, which very often would mean that you would end up dead on the way to where you are going by violence or disease.
And even in ancient days plenty of places did not allow migrants, or even just straight up and slaved or killed them.
In fact, pretty much the only way it has gotten harder is the fact that technology has enabled better surveillance.
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