Mexicans probably wish we’d annex their country.
As a matter of fact, the northern Mexican states have tried at one time or another to join the US. The most notorious being Baja California, which was punished for a long time by the strongly federal Mexican government and was not even permitted to become a Mexican state until quite recently! To make that wild and wooly territory easier to handle, they broke it up into two states.
Mexican Civil Wars (40 or 50 of'em anyway) were ALL fought over the rights of the Mexican Federal Government vs. The Rights of the sovereign states and their people. Mexico should be a warning to us in the US of the dangers, the inefficiency, and just plain ornery stupidity of an overly centralized government. ¡Ay Chihuahua!
Chihuahua being a traditional hotbed of states rights and one of the Mexican states that wanted to join us! BTW, after the war with Mexico, many Mexicans wanted to join the US en masse, sort of merging the two countries. Guess they are trying it another way.