The obvious answer: The Mexican government has tuned their own country into a breathtakingly corrupt, socialist hell hole.
I’m not much of a flag waver, but stunts like this take diversity over the top. The title link above will take you to Michelle Malkin’s site (where I got this photo). There are lots more photos there and some interesting takes on unchecked immigration.
Of particular interest is Malkin’s column on the reconquista, the retaking of the territory Mexico lost to the U.S. in the 19th Century. It’s obvious enough that many illegals have no interest in becoming integrated into American society, refusing to speak English and making no effort to become citizens or even legal immigrants.