I think because after independence Mexico was like "we are ALL Mexicans" regardless of colorism or race. Conquistadores came over but few women, they had babies with the Indios, and those babies couldn't hold jobs regardless of their ancestry (pelados). When women would come from Spain, they would have to get shipped back to have the baby in Spain or it wouldn't qualify for good jobs either, despite being 100% Spanish. You had to be a Peninsular. This created a culture of outlaws of mixed and white banditos surviving in the northern deserts which in part created the vaquero or the cowboy. This class system led to the revolution with mostly the mixed and white citizens rebelling, while natives picked different sides. The reason the Aztecs fell wasn't because of Cortez and his superior army, who first lost, disease certainly helped the Spanish, but the biggest helper was other tribes who hated the Aztecs. Likely most Mexicans are descended from the groups that helped the Spanish than the Aztecs. (That's what happens when you rip people's hearts out while they're still alive, they turn on you asap.) The Aztec pride is a product of The Revolution after rejection the Porfiriato. Unfortunate because Mexico was strongest then, the Revolution was supposed to create financial equality but it didn't solve anything. Anyway, so Mexicans see themselves as Mexican due to this history, and being Spain Spanish is like you're an alien. Colorism is definitely still a problem tho.