Flags mean things, they symbolize ideas and ideals. We honor the American flag because it represents America as an ideal. It symbolizes not necessarily what is, but what ought to be. That is why we fly the flag high, fly it at the head of processions and parades, fly it at the head of military action. It symbolizes where we’re trying to go, where we want to be.
Immigrants to America, whether legal or illegal come to America for the reasons embodied by the flag. They are showing by their actions, the most potent argument possible, that they spurn their country of origin because of whatever reason they may have, and that they want to enjoy the freedoms available to people in America. This makes it a sad day when they try to bring their nation to America. Mexico is a poor nation at the mercy of a corrupt government which resists change for the better. So why do immigrants, as part of their protests about the issues surrounding illegal immigration, put the flag of Mexico above the American flag?