Your sentiment is fully understandable. Alas, it is the US government's parallel policies of luring in the many -- more than just Mexicans -- with the siren call of "free money" and work without showing proof of residency and so on. The invasion is by invitation of the American Left here, as it is by the invitation of the European Left across the water.
Not many "migrants" seeking to remain in Mexico....
Mexico enforces their borders when they think you aren’t just passing through.