They are right. We should change the phrase to "CRIMINAL IMMIGRANT." What they are doing is, after all, a crime. I will comply with the AP Stylebook and henceforth refer to them as 'criminal immigrants' or 'criminal aliens.'
Jay Leno explains this change well. <iframe width="560" height="315" src="http://www.youtube.com/embed/qVJnGuaKong" frameborder="0" allowfullscreen></iframe>