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Because when your immigrant ancestors came to the U.S., they hadn't been told that the reason they were poor was because of the U.S., and they expected that they'd have to learn the language and get a job if they were to survive.

Having said that, plenty of illegal aliens come in to the U.S. to work. Go on a business trip. Stay in a hotel, look out the windows of the business you're meeting at in the morning and watch the guys doing the outdoor maintenance, have lunch at McDonalds (I love trying to make myself understood through the speaker in the drive-in lane), have dinner in any decent restaurant and peek in the kitchen, and you'll be surrounded by illegal aliens doing all the jobs that "Americans won't do". They're working.

However, they didn't cross an ocean. They want to be able to go back and forth from their own country to the U.S., taking advantage of the U.S. while still remaining tied to Mexico, et. al. They haven't cut the cord and committed themselves to considering the U.S.A. as their country, to be supported and defended. This is what makes them, and their actions, different from your ancestors and their actions.