America was only about 99% Protestant until Catholic immigration fired up in the 1840s, then by 1850, Catholics were about 5%.
Mexico, being almost 99% catholic at the time must have taken in tens of millions of Catholic immigrants as the Catholic foreigners longed to be with their nice fellow Catholics.
Mexico, as a Spanish colony, provided a huge portion of Spain's income and was carefully governed almost as a large military installation. They did not accept whoever wished to immigrate, and as you astutely realized earlier in the thread, they didn't have airplanes, so it would be rather difficult to get there from England, Scotland, Germany, etc.
Also, again displaying your profound ignorance, you seem not to realize Florida and Louisiana were part of the Spanish empire and would be rather easier to get to than Mexico anyway. Many Catholics did try to make for the Spanish territories, those who were not slaves.