Because of religion. Most Jewish communities in Mexico are conformed by Orthodox Jews; being their faith much more strict, it prevents them to mix with people from other religions, including most Mexicans who are Catholics.
They are the equivalent to the Amish Mennonites, who are Christian but also have a very closed society.
Mexicans.
The people in Mexico are Mexicans.
The people of Mexico are called Mexicans
Mexicans
Mexicans.
Mexican, Mexicans.
They are called Mexican (singular) or Mexicans (plural).
The people who lived in Mexico were called Mexicans!!
Mexicans
Mexican, mexicans.
Mexicans
Mexicans