I mean since the effects of the NAFTA had on immigration became apparent, along with the rise of the drug cartels and the post 9/11 emphasis on national security. During this time, conservatives inside the border states have taken an increasingly militant stance towards shutting down the borders. From electrified fences to a Berlin style wall with introduced crocodiles in the river (this is true...) to militarized border police to heavily armed vigilante patrols. The reason I question its objectivity isn't really related to fox news, but the people who wrote the actual report. They're the same people who have been demanding these absurd border restrictions. Not that the report is right or wrong, I couldn't say. Its just not the most objective or personally convincing report.
Especially while considering that ISIS aren't complete idiots. There's a very real possibility that an entire mission will be compromised if they're caught trying to sneak across the border illegally. Its much safer for them to use citizens that won't draw attention.