Why don't they just come here legally? Here's why. From the Arizona Republic.
There also are limits based on a person's country of origin. Under U.S. immigration law, the total number of immigrant visas made available to natives of any single foreign nation shall not exceed 7 percent of the total number of visas issued. That limit can make it tough for immigrants from countries such as Mexico, where the number of people who want to come here greatly exceeds the number of people that the law allows.
The estimated wait time for family members to legally bring their relatives into the United States from Mexico ranges from six to 17 years, according to a May study by the non-profit, nonpartisan National Foundation for American Policy. It is nearly impossible for a Mexican, especially someone without a college degree or special skills, to immigrate to the United States legally without a family member or employer petitioning on his behalf.