But most of those immigrants are sneaking into or being smuggled into the country, as opposed to trying to cheat their way through immigration and border security. The former involves a backpacking trek through the desert whereas the latter involves years if not decades of expensive, arduous bureaucracy.
Around 40% of illegal immigrants in US had valid visa when they initially entered the country but overstayed. Also significant number of people came into US on tourist visa but then exploited the system to change status through genuine or fake marriage to USC, asylum, study, etc.
Technically if you get married or plan to get married you are supposed to leave the country and get either fiancee visa or immigrant visa by applying at the consulate abroad. Many (most) people ignore this rule because there is no penalty and many immigration violation (like visa overstay) are waived if you get married to US citizen and change status inside US. You can also appeal immigration decisions. On the other hand if you leave the country with visa overstay, you can be banned for three or ten years from getting any type of visa (even marriage-based one) and the right to appeal is pretty much non-existent.
Overall immigration law is illogical mess with conflicting rules that can often be exploited if you have money and a good lawyer. But even with a good lawyer the system can fuck you over as in the case of that woman.