They do not want the US to be Mexican territory, nor do they want to be citizens, they want open borders, a coalition goverment, like the EU. They want to come and go as they please, yet work here and receive the same benefits as citizens.
"they want open borders, a coalition government, like the EU."
If that is what they want, why didn't their allies also protest in Mexico city this week? They have even fewer rights there than here?