Forget illegal immigrants. A cosmopolitan class, young, mobile and restless, move from country to country as their grandparents might have moved from town to town. Do they end up as citizens of nowhere?
An identikit member of this Duty Free generation would be younger than 35. She would move jobs from capital city to capital city, never staying longer than a few years. The thought of moving to a provincial city in her home country is more unsettling than a move to the other side of the world. She hardly uses local public services. She may invest her money internationally, and so has no significant stake in a single national economy. When she goes abroad, she stays with foreign friends who share her tastes and understand her acronyms. She may end up marrying one of them.
Some excellent discussion about it at MemeFirst.