That's because they busted their tail to get here legally and it is just wrong to jump the line. I've heard the same from Indians and Africans. One African told me Americans are crazy to tolerate demonstrations by illegals. In any other nation, they would have been thrown in jail, including Mexico.
Someone still needs to corner/force these "leaders" to answer the question of why Mexico can't provide jobs/welfare for their own people, when Mexico is a rich nation?
That's exactly right.