The Pew I see gives 70% of foreign born Hispanics as currently Catholic, not as having been so the day they fled Mexico.
Many Mexicans leave the Catholic denomination after escaping Mexico.
The figure of 94% of Mexican immigrants having been baptized Catholic, is from the NHCLC.
A certain elasticity of definition, perhaps? Or different sets of criteria? Not uncommon when assessing faith affiliation.
Pew also says, that by the third generation in the US, the Catholic percentage of Mexicans drops down to 40%. Plus, after they come to the US, they have the fastest-rising divorce and abortion rates, and the fastest-falling birth rates, of any demographic group in the Western Hemisphere.
Note I didn't say "highest" and "lowest" --- I said "fastest-rising" and "fastest-falling", which has to do, not with levels, but with rates of change.