I would love to see evidence of that. I have, however, seen evidence of the opposite. Though I reservations about whether the source is completely objective.
http://www.workingimmigrants.com/2006/04/illegal_immigrants_want_to_sta.html
Speaking in generalities. It is true. There is an underlying notion that most of the southwest really belongs to Mexico. One needs look no further than the photos of the early 'immigrant rights' marches before the organizers realized their error and flooded the participants with American flags.
Does anyone really think we'd need to discuss English as a national language, if a majority of Mexican "immigrants" wanted to be US citizens?