Grimm suggests the reason may be because many immigrants here are content with their special status, particularly Cubans and Central Americans. He has a point, although I wouldn’t say all Cubans are content with the wet foot/dry foot policy. Haitians certainly aren’t happy with their status, but you still didn’t see them protest en masse.
It’s certainly not because there are a lack of illegals here.
I suspect the main reason is something Grimm didn’t address: lack of resentment for the United States of America.
UPDATE: Glenn Reynolds says, “PHOTOS LIKE THESE aren’t likely to stir sympathy for illegal immigrants.”
That’s putting it mildly. How do the Mexican irredentist wannabes think Jacksonian America is going to respond to their political argument?