Color-consciousness is not unique of any single ethnic group or country; I'm from Honduras and with the same historical background as Mexico, we're equally mixed. There's also this "light-skinned is more attractive" mentality, given the contrast of what is typically "Latin" (kinda funny since everybody loves tanning). On the other hand, I lived in Taiwan for five years, and there as well, there was this preference for lighter skin (to the point of being obsessive, no tanning for them).
I now live in the Netherlands, and just the other day, a girl from Florida said she loved my "Hispanic" hair. Honestly, I just laughed. It was a compliment, but a ridiculous one.

I think what happens to a lot of us is that we wish to be identified for who we are; being mistaken for something else can be annoying or disheartening. It depends on how identified you are with your background, I guess. Example: I'm part German, but I fully identify with my Honduran identity; being mistaken for Spanish, or South American in general, would irk me....but then, being from a relatively unknown country doesn't help there, so I make it a game (keep them guessing what I am )
Latina

Type: 3a
Dense, fine/medium texture, low porosity

Low-poo: Devacurl No-Poo/ Yes to Carrots Nourishing Shampoo/ Elacel Aloe Vera Shampoo
Conditioner: Garnier Fructis Triple Nutrition Conditioner
Leave-in: Devacurl Set It Free/Lush R& B
Styling: Herbal Essences Set Me Up Spray-Gel/ L'Oreal Silk & Gloss Curl Power Mousse