Americans barely remember the Mexican-American War, but in Mexico memories of the war and other military quarrels with the United States remain deeply felt. Mexico lost half its territory, including California, in the war that broke out this week in 1846. President Claudia Sheinbaum, who often speaks of Mexico’s sovereignty, said, “We are neither a protectorate nor a colony of any foreign nation.” MEXICO CITY — At the entrance to Mexico City’s largest park lies a towering marble monument to six young military cadets killed in battle. The Niños Héroes — “boy heroes” — died while defending Mexico’s capital...