I think for events in these 3 countries of course the participating countries will provide convenience whether it's visa requirements during the world cup, so there's no problem for that anyway if everything is complicated then it won't be held for this world cup event in 3 countries, it's just In my opinion, it is impossible for the organizers to make complicated permits and requirements for world cup spectators.
So there's no need to worry about permits and visa requirements because of course FIFA will also prepare easy access for spectators to enjoy this world cup event which is being held in 3 countries at once.
I do agree that it will be easier but when we are talking about Canada or USA, there will be a bit more questions asked. Lets be honest and realize that not many people will want to run out of their nation and be an illegal immigrant at Qatar, when you compare how many would be willing to do that for USA, the majority of the illegal immigrants in the USA didn't come from borders or anything like that, they are people who came there with their visa and overstayed their visa by a lot, that's the majority.
So some people may just buy a world cup ticket and a hotel booked, get in thanks to that, and never leave. That's why they will keep it very tight and will note down every single person who came there and who left after the world cup and check if anyone overstayed their visit.