We don't want any part of Mexico. You invade, it becomes a big unstable resentful money pit, not a few thousand miles, but right on our western border. You have to fix it's infrastructure, you have hordes of refugees, etc........
Even worse, you stabilize it, then years down the road it builds influence and decides it doesn't want to live under the US's thumb anymore and you lose much of the benefit of having a poor semi-friendly country.
Best to leave it in a state of stabile instability. Stabile enough so that doesn't cause any major troubles aside from the immigration issue, yet unstabile enough so that it has no real influence.