I don't think this is the same for something that is:

• true

and

• within the individual's control

and, in part,

• actually bad or against the law

We can keep words to say that people have made a choice without needing to change the language every 3 years. Felons are people that have committed felonies. Criminals are people that have committed crimes. Terrorists are people that have committed terrorism.

Your other examples are slurs because they're used to insult people over something that's out of their control and isn't actually a bad thing. Racial slurs are slurs not because they identify someone as a particular race but because using it indicates the speaker (incorrectly) believes there's something "bad" about that particular race. And, race/sexuality/age/etc... aren't even a choice, so the slur user is insulting the person about something that they can't even control.

Of course, there's a debate to be made that illegal immigration was the "right" choice for that person at the time to escape their situation or that some undocumented immigrants didn't have a choice (children or trafficking victims), but at a basic level we're talking about people who have immigrated illegally, by choice.