His children are still of pre-school age and thus less susceptible to the disruption of education and change of language involved in moving to Mexico.
The expectation expressed says the kids would not be disrupted by moving to Mexico. Obama was also of "pre-school age" when his papa was told to return to Kenya. Again, had his mama and papa maintained a formal family unit, the whole family would have been sent packing.
You need to read more than just the parts you like. Certainly one possiblity was that the family would all move to Mexico. But the concurrent/dissenting opinion states, “It is obvious that the wife and children would become destitute and a charge upon society here, if petitioner is deported to Mexico and does not take his wife and children with him.” Clearly there was also the option for the rest of the family to remain in the U.S.