And since when is it against American law for an American to enter Mexico?
It's not. However, it is illegal to enter the United States without going through one of several official entry points (this is what they were trying to nail Hannity with). Of course, since Hannity never left the US, it doesn't apply here.
So... what grounds would the ACLU have to bring suit if Hannity did enter the US illegally? They are not the INS, they are not representing the US, they aren't law enforcement. Who makes them the prom queen? They have no standing, they only claim that they do. They need to be faced down, and have their bluff called, and a few judges or magistrates with the stones to throw their asses out of court.