It's only wrong if your grandparents came from Scotland illegally. Did they?
From wikipedia:
A US-born child cannot in fact sponsor his/her parents for legal immigration to the United States until he/she becomes an adult, and illegal immigrant parents do not gain any additional legal rights based solely on the fact that they have had a child born in the US. However, illegal immigrant parents of US-born children often avoid deportation by immigration judges because they are the biological parents of minors, who have every right to be in the US as citizens.[citation needed] Deporting the illegal parents of US-born children causes the legal breakup of families, and judges are often unwilling to do this until the child is an adult, at which time the child can apply to sponsor their foreign-born parents for US citizenship.[citation needed]
The term “anchor babies” is also used to refer to children born to women who are legally in the US on temporary visas (for example a visitor’s visa) when the child’s birth is specifically intended[citation needed] to obtain citizenship for the child under US law; however, this is more precisely described as birth tourism. Sometimes the term jackpot baby is used interchangeably with the term anchor baby. This use is also pejorative.
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You see, it is not the anchor baby that is the problem, it is the bleeding heart Judges that cause the problem.
.....Bob