Is that because they never really thought of themselves as "Americans" or because political and economic conditions where their ancestry came from have improved, while the political and economic conditions for them in the US have gotten worse? My guess is that it is the latter.
My husband and I both consider ourselves absolutely "American" (he is a Vietnam Vet), but we have also considered getting the hell out of the US when we retire -- not to the Balkans for obvious reasons, but if my ancestry came from a country where I spoke the language and felt at home in the culture, I could understand why someone would consider leaving the US for the home of their ancestors. If their families came here for political and economic reasons and then those reasons no longer exist, the lure of "the old country" is a very romantic idea that their parents likely planted in their heads, without necessarily even realizing that they did it.
Probably something close to the latter:
People came here either for refuge or for improvement, largely for their children. Watching much of the US become mexicanized makes it clear that the improvement part is slipping away for non-mexican citizens. That the government does not seem to care that a huge number of the mexicans creating the changes are NOT citizens and are NOT here legally only adds more despair to both legal immigrants and native born Americans.
If you can see future improvement by returning to the auld sod and future decline by remaining here; getting out of Dodge is a reasonable choice.
PS: If any of the original "I know lots of very well assimilated mexicans", and "this is a bit alarmist" posters are reading this today:
C'mon out to lost angeles, hit the shops downtown, drive ten miles in any direction; a little reality might do you some good.