1) there are at least 3 moral/ethical frameworks, that have little to do with each other. If i recall correctly the big 3 are Deontology (rules based ethics), Utilitarianism (results based ethics), and virtue ethics (living in a good way). If there is a disagreement, debate can allow for a shift in frame between one or more ethical frameworks that might be convincing to the other party.

2) Even if you can't change your opponents mind, the debate can change the minds of bystanders building some sort of consensus to change society in some beneficial way.

3) To the subject in particular: this guy is straw manning. Dave's point is not that he supports closed borders per se, but in the context that we don't live in an ancap society and that there are plenty of examples where keeping people out areas by force is completely in line with a free society, ex. You can go with Dave's goto school bathroom example, individual homes, or private businesses. Given there are real costs to people currently live on this side of the line that they don't get to opt out of, there should at least be a discussion as to what conditions if any are required to add people to this group. I'm 90% sure Dave has even said that his ideal solution is no government and then people can decide who can and can't cross their property.