I am going to chalk that one up to prevalence. 20% of the US population is Latin*, half of which are Mexican. The brain kind of works like that, we presume the most common in lieu of other information. If most Spanish people they interact with are Mexican, they will presume Mexican. In your case, of course, they additionally held some preconceived bias about what “Mexicans” believe or act like, and seeing that you spoke Spanish and or said things that fit that cognitive model, it strengthened their (likely largely unconscious) decision to pigeonhole you are Mexican.

(Dumb) people have a need to express the differences they see in others. I have some Ukrainian blood and live in a Western European country, and I get a lot of “Where are you from?” ("I’m from here” “Yes but where are you originally from?” “I am originally from the capital of this country, where I was born” “Yes but what about your parents, or their parents?” “Sigh…")

• in the broad definition