Maybe other countries. Here in America a great many create anchor babies and get welfare for them.
As has been noted by Danny, "anchor babies" are largely a myth.
The only "anchor" they provide is that, 21 years after they are born, they can sponsor the legal immigration of family members. But, to act as a sponsor, they themselves have to meet minimum income requirements, and have responsibilities to provide financial support for the immigrant(s). The sponsor exists so that the immigrant *won't* be a burden on society.
But, as noted, you have to be 21 to be a sponsor. That's a *long* anchor chain.