While very unattractive among the lower classes who are in America, this attitude is also prevalent, IMHO, among educated Mexicans in Mexico. They seem to be doing some sort of French intellectual thing.
Mexicans are, I have found, incredibly chauvinistic and very intolerant of other Latin Americans, who heartily return the favor. If poor or non-white Mexicans, resident in the US, think they are being treated badly here, they have forgotten the crude intolerance and vicious class structure of their own land.
They're here, legal or illegal, because we are a better deal. But starting your life in a new land with an illegal act is hardly a good idea.
Because they were more purely Spanish, the Mexican upper class also has maintained the arrogance of the vice-regency towards the other latin americans, as you point out.
Until one gets to know the other latin american elites, from an American pespective, it is hard to imagine any more despicable group of people than the Mexican uppper class.
And, indeed, the reason we have illegal immigration to the US from Mexico is that conditions in Mexico are terrible.