At Republican political events, it’s a reliable applause line. And in interviews with voters, it often comes up unprompted: Immigration is the biggest issue at play in the Jan. 23 primary, polls show, even in an overwhelmingly white area with a smaller percentage of immigrants than most states. “We’re gonna strengthen up our border like we used to have,” Trump promised a full house here on Tuesday, winning whoops and cheers. “We had the safest border in history three years ago, and now we have the worst border probably in the history of the world . . . There’s never...