Why is it a problem that if you commit a crime and then visit a geographic location where the local governing entity has jurisdiction, you could get arrested?

Why is it a problem that if you commit a crime and then visit a geographic location where the local governing entity has jurisdiction, you could get arrested? If he had robbed a gas station in Las Vegas, would you be upset if Las Vegas police arrested him? Do you believe that "I am not a citizen of your country" automatically provides exemption from a country's laws even when on their soil?