More than that: It is another country, with its own amorphous borders and laws and loyalties. It can be likened to Kurdistan, which straddles Turkey and Iran and Iraq and Syria. This country has borders within which its protected "citizens" feel safe.
Look at the people within the U.S. physically but not protecting U.S. borders, they are citizens of this country.
So true. This is how it is here in Az also. Everything south of the unofficial border Interstate 8, the southern third of Az, is a cultural territory of Mexico.